In my experience, breeding the horses is really difficult (except taking them to the equestrian center)...a lot of times my horse and unicorn would "try for foal" and it would cancel partway through. Maybe just keep trying?
I wanted to point out, though, that the beard on the unicorn doesn't necessarily mean it's a male. My first unicorn was a female, and I bred her with a regular horse, and they had a female unicorn that has a beard, lol. So, who knows?