It's the national animal of Scotland, their history claims that they were Scythians working for the Egyptian pharaoh and their chieftain married the Pharaohs daughter before sailing north. Allegedly Scotland was named after said princess 'scota'
Not sure if there were any European rhinos before Rome turned every wild beast into a circus act.
Aryans traveled to India and civilized it before being overrun by a brown tide but I can't be certain that their tribe came from India, didn't bother to check if there were single horned rhinos in Egypt or nearby for them to sight either.
Half baked theory but I think there might be some truth there.
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