In "Do Ponies Dream of Magic Sheep" there was the whole Princess Big Mac, thing, which might not seem to count for much. However, in "Dungeons and Discords" his character is a unicorn. Since there is not much reason why his character could not be an alicorn, it can be implied that his preference leaned from being the idea of an alicorn, to that of a unicorn.Of course, this is only speculation on my part, but it does make sense. After all, his dreams and fantasies involve him having a horn on his head. His first crush being a unicorn helps solidify the idea.