Before Papi converts a pony, she tells them explicitly that as a changeling they can’t simply return to their old life as they were. That being said, many drones do attempt to maintain an image of their old life to keep from raising suspicion.
They can’t leave the hive altogether, or rather it’s difficult and dangerous to do so, but they can attempt to live as they once did, reporting in now and then. ask-fickleaura does this quite often.