In context, this shouldn't be a spooky thing for the unicorn to do. This clearly just means Arthur and his minions were manifestations of the shared dream, and not representations of people who are sharing in the dream.
Still spooky, though.
This unicorn is a lot like my cat in that how huge they look is largely dependent on who or what they're being compared to.
Like, next to Rhoda, he looks HUGE, but next to a domesticated horse? Not so much.
Meanwhile, my cat looks small sometimes, but then he's being held by someone, or taking up space on a couch, and it's like WOW. THAT'S A BIG CAT.
Speaking of horses, I've been told that the enormous, commonly known domesticated horses are a result of HUMAN MEDDLING, and wild horses would naturally be closer to this guy, who definitely has NOT been domesticated.
Have I mentioned that, in RPG terms, I think I have a high Luck stat when it comes to stuff like this?