I agree with you on the point of unicorns, I never assumed that was the idea, to me it's just neat armor plus the helmet allows you to put tons of items as decoration at the head of the horse. As far as the baby dragons being statuettes, I'm gonna have to disagree with you on that:
Yes, they appear to be used as ornaments on Prison Tower, but the Wizard set clearly contains a dragon that can't be taken as anything else but a dragon, plus the scroll has a picture of a dragon on it; very rarely will such symbols and figures be thrown in as a symbolic item, and if they were jade, why not make them a transparent color? So I believe we will see a mature dragon in the next wave of sets.
As far as the wizard, I do think his role will be mostly like a shaman figure, and not really one of all-powerful magic. Recall that there were ghosts and dragons and wizards in the 90's though, so don't rule them out just yet, I think if you look at classic tales like King Arthur, you'll get all kinds of mystic creatures and people without straying too far from the "knights" aspect of it. In fact we seen to have an 'Excalibur' of sorts in the calendar!
Keeping that in mind I am still hopefiul for a few woodland creatures from the mystic realm; we haven't seen that yet, and I will fit perfectly in the background of a forest men/peasant/wolf-pack type faction which is what most people seem to want out of the future of this theme.