Anecdote -- in the last 15 years I've had exactly one unicorn. They do exist, but they are very rare. And worth their weight in gold, I was really sad to lose ours in a layoff. Scrum masters, project managers, and marketing folks all seemed to be first out the door when money got tight
I thought the same of Project Managers, until I had the pleasure with work with the MissionCloud people in a project that included a Project Manager (in their side). I was amazed at her project management skills, and I really wished I could have her in my team.