Why God created different world for unicorns with different dimension?why can't unicorns live with mankind?

One candidate for the original model for the unicorn is the Asian Rhino:

"But that the fiercest animal is the Unicorn (Monokeros), which in the rest of the body resembles a horse, but in the head a stag, in the feet an elephant, and in the tail a boar, and has a deep bellow, and a single black horn three feet long projecting from the middle of the forehead. They say that it is impossible to capture this animal alive." - Pliny the Elder (1st century)

The animal translated as Monoceros or Unicorn in some versions of the Bible is probably the Aurochs or an antelope, or something similar, satyrs are probably goats. Don't forget the Old Testament was Hebrew, not Greek (Monoceros) as parts of the New Testament were, or Latin (Unicornis). (English would be One-Horn or Single-Horned.)

Unicorrns are mythical animals - do not exist.

Mo

Ma and grandma

Unicorns are the imaginations of mankind. They don't exist.

Naw

I find it unfair also, but maybe because they contain magic like rainbow powers that can destroy Mankind?