Primarily because Unicorn was not designed to solve the suite of problems involved in serving files to clients:
Unicorn is a server for fast clients and Unix. What is a fast client?
A fast client is another application or server that can interface with
the Rack server quickly, without much latency. Unicorn is not good as
a standalone server: it wasn’t designed to handle slow requests that
occur over network connections. It relies on Nginx or Apache to handle
the buffering and queuing of web requests so that it doesn’t have to
worry about concurrency and event-driven programming. Unicorn is
basically the glue between nginx and rack, where Nginx is the fast
client.
Source
Consider a case where you have 100 visitors on 56k modems trying to view a 400mb video. You really don't want to have to hold 100 instances of your application in memory, or load the file into memory, etc. Nginx was designed with this type of scenario in mind.