Unicorns don't have horns?

Question

What does the phrase; Unicorns don't have horns, mean?

Answer 1

Now I'm wondering too as I'd never heard that phrase.  Off to my search engines to see if I can find out.  But first my guess would be that there are no unicorns hence no horns?   The unicorn is really an impala.

Although Tom Cruise was in that movie I can't remember the name of with the unicorn getting killed.

That movie was "The Legend"