Are there numerous creditable sightings of unidentified animals that are consistent with unicorns? And if there are, are unidentified animals something the military has an interest in?

There are numerous creditable sightings of unidentified things in the air. Are they aliens? Almost surely not. But no matter what mundane phenomenon is responsible for unidentified things in the air, it is of interest to the military.

Hyperbolic.

Oh, was their budget smaller than that?