Most of the time Gamefreak only uses animals that little kids could recognize, and every once in a while they throw one out to us big boys/girls. Also, a lot of the pokemon are based off of Japanese Legends and such.

I WANT A UNICORN POKEMON NOW NOW NOWWWWWW!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!!! Just kidding, but you would think they would have a unicorn by now....