Mikey and the unicorns...

So, Killjoys, I've been wondering for God knows how long: how did the deal with Mikey and unicorns come about?? It's the thing everyone knows him by, like Gerard and his comics, Ray and his awesome hair and Frank and his tattoos. Apparently he loves them but Gerard said in an interview that they get rid of toys they get as gifts, and the unicorns are the first to go ;p So, anybody know??