As that "mentally challenged kid" myself, there is a world of difference between being unable to comprehend and having difficulty picking up on subtle cues that a normal person sees easily. Especially when absorbed in something that brings joy.
The rest of the 6 know Pinky is special this way and when they finally told her, she accepted their word without question and sacrificed the thing that brought her joy without hesitation, to not cause further trouble for all. She was genuinely crushed but believed them immediately. That moment where all alone, she says she doesn't know what to do and she cries. That is evidence that she trusts her friends and comprehends that she made a mess. I have felt that same helplessness and cried in despair just like that.
Had they approached her right away, before they were out of patience, all the trouble her behavior caused as well as the pain she experienced both could have been easily avoided.
While MLP generally has a more obvious lesson for the kids, it almost always has a more subtle and sophisticated lesson for us grownups. In this case, it is that kindness means letting your friend know they are annoying others before
they've made a complete ass out of themselves, and before they need to be taken down so painfully.
Right at the get-go, instead of ignoring her they should have told her she needed some lessons. Most of the friends easily have the resources to have simply set up a teacher as a surprise gift. Even at the end, with her entire support system validating her, she still hasn't gotten on the path to learn to play and bring joy to herself and others.
Oh back to the episode. I loved Gummi in this and how his job to bring Pinky shows that he's sapient and even trusted by the other ponies to understand and follow instructions, even carry out tasks. It was also clear he was affected emotionally by Pinky's despair.