These are not supposed to be unicorn fish, but narwhals, and they really have such a horn. However, the horn is actually a gigantic tooth. Nature is full of wonders!
I suspect most of the unicorns that used to gallop around here eventually got fed up, jumped into the sea, and evolved into narwhals (or into crabs, as many animals become crabs over time). Other unicorns stayed on land and evolved into rhinoceroses. Or into land crabs.