Yes, they did have both in ZT! Mermaid was cool because you had to place the statue in a saltwater tank and she would blossom out of it

. However, as much as I love these suggestions, I don't think we'll see them added to the game. Frontier seems to be heading more in the direction of realism with things such as weather effects, audio cues, etc. I think recently extinct animals could still fit here but that's probably the farthest they'll go when it comes to "mythical" animals.
Edit: Just read the new Dev Journal. WOW! Animal behaviors will be incredibly complex compared to any other animals we've seen in a video game. With the severe lack of knowledge and understanding of extinct animal behaviors, I now highly doubt we will even see those in game.