In your triplets theory... It's true that it doesn't make them twins, as they originated as triplets, but considering them triplets with the absence of the third child also doesn't make sense at all past sentiment. Logically, they are technically no longer triplets, but neither do they become twins.
To quote the Chronicles of Riddick: "We all start as something else."
As for unicorn-lore, they were often killed to harvest the horns due to the inherit magic possessed in the horn. That's where the theory of magic loss being associated with horn loss originates. It was often folklored that should a unicorn 'lose' its horn, it would either turn into a human or die. Strange to think about, but then...the fantasy world is a rather strange place to begin with.
...and after posting this I read GIS' post about Rhinos... Hmm... *shrugs* Sounds plausible.