There's also nothing to suggest that homosexuality is genetic. We have discovered a great deal about genetics, heritable traits etc. The longer we go without discovering a "gay gene", the more likely it is that no such gene exists. Therefore, at this moment the evidence suggests that it is more likely that homosexuality is not genetic.
You do realise that not every species leaves behind traces of its existence? The reason the fossil record is incomplete is precisely because fossilization is extremely rare.
We have discovered a great deal.
We also have an awful lot more that remains undiscovered - we are nowhere near the point where scientists are prepared to conclude that it isn't genetic, so I don't see why you are prepared to conclude that, except your own opinions on the matter predispose you to do so.
You said the Unicorn DOES not exist, not DID not exist. It may well have existed but no records of it have been found and never will. Perhaps, as you say, if it did exist, it never fossilized.
We can have a whole metaphysical debate on that. Can a creature that lived but left no evidence of having lived be considered to have existed?