You can have a unicorn companion, but at level 1 you're not going to get a full, noble, majestic unicorn that's challenge rating 5... you're going to get a baby unicorn, and they're going to grow up along with you.
Using Plato's argument as a template, it is easy to argue that violence and looting should be removed from D&D: engaging in fictional violence and theft could corrupt people and make them more likely to behave badly in real life.