Anatomical Intrigue

Do we not have magic in this reality because we have an appendix? Sure, some people get theirs thrown in the trash with the baseball cards that will never rise in price, but it might be too late by then.

Addendum

Or is the counterweight somewhere else, such as the caboose or the calves? I'm no Linnaeustician, but thinking about it logically, they probably produce gold internally that either rests in deposits or circulates constantly while the unicorn is alive. Now that we have the theory, empiricism informs us of our next step.

Anatomical Speculation

Unicorns are probably stupid, right? 'Cause they got all that weight in their noggin as a counterweight for the horn? Or maybe it's hyper-dense brain matter and unicorns are really smart. I doubt it though.