Well, it really depends on the implementation. Dragons are a particularly generic fantasy trope though,
Unicorns are, too.
Yet no game ever inorporates them.
Dragons = raw, dangerous power = male Fantasy
Unicorns = subtle power and innocence/virginity = female Fantasy
That's a cliché I'd suppose. Especially as an explanation why there are so few Unicorns in games out there (not even in Drakensang ! - as far as I know).
And if they's be in games - then, I bet, only as slaughtered, blood-covered specimens - as a sign as how dark and gritty a world would be. Like slaughtering virginity.
... Like the "colour discussion" about Fallout New Vegas shows me that "male-oriented games" contain nothing into the direction of colourfulness, of bauty, of ... well, things people usually combine with what women might be wanting, especially in games, according to some clichés (just look at female-oriented casual games ...)
And I still guess that this is so because games are mainly done by developing studios that primarily consist of men.
Like ... "games for real men by real men", so to say. Not this ... "too-sweet women's stuff", to put it extremely.
That's why Dragons are so relatively frequent in games, I suppose. In stark contrast to Unicorns (hardly ever !).