Most/nearly all Unicorns are bisexual. For girls, the horn is both a dildo physically and also the telekinesis in particular makes lesbianism a way way way more viable option for them.

For guys, telekinesis makes it really easy to experiment with anal. They can stimulate their prostate literally just by thinking about it, so they will naturally seek stallions to experiment with at some point, even if they didn't start off as gay exactly. They just get used to anal stuff naturally and eventually most of them will get bi-curious. Plus, they're Unicorns. They do not have a reputation for being manly or macho, so Unicorns wouldn't tend to be homophobic. Being gay isn't seen as shameful or embarrassing to them, they don't care.