Well, it comes from real-life western folklore, so it's really not the Japanese's fault. Incidentally, I have read a manga that made fun of this trope a few years back, though I forgot which one.
You'd think manga side of things would leave it at "need to have a noble heart" at this point but alas. I think this medium is the only one left which still depicts them as such.
the thing is that in legends unicorns dont only look for nobility but also purity which are two different things. Besides these quirks speak about what the people who made it value and breaths life into them otherwise legends would just be stale copy cats now wont they