A UX Unicorn is not an animal or a mythical being as you think. A UX Unicorn is a UX generalist; someone who excels in all aspects of UX design work. They are also good with graphic design work and coding which allows them to work on other projects too when not working on UX design projects. UX Unicorns are widely sought after due to their capabilities to handle all sorts of work. They make for good leaders because of their wide variety of design and leadership skills.
There aren’t many people who can be called as UX Unicorns since it takes quite a bit of time to master everything in the UX design field. And it’s not everyone’s cup of tea. Even though it’s cool to have such people leading the UX design department, it will be way easier to find people who are “almost unicorns” and get them to work as a team to deliver the work.