Maybe then the freaking Rum won't be gone.
Also, I never heard about Unicorns being able to use Magic. Just because something had healing properties doesn't mean it could use magic... then again, such stories have existed for longer than I have, so my knowledge is definitely lacking.
Still, I'm sure they'd be freaked out a bit by the teleport, and even more so by the talkng, so that theory can't be completely rulled out. Not to mention I doubt there'd be any virgins on the boat for them to have consiered the unicorn being to meet. I feel like it's a relatively safe bet for someone to yell out "IT'S SATAN!" or something like that, whatever they yelled out back then. Probably more sophistocated than the insults used today by people that don't understand something.