Unless you can bring me back a penguin that I can staple gun to the wall, I wont believe they actually existed. It must be one from the movie too that I will check for physical traits. Don't try to cheat and get one from the zoo.
My statement is silly, but gets to my point. That movie was made to entertain and make money, not to go out of its way to prove it actually happened. It doesn't even prove FET wrong even if it were 100% real. Which I'm going to give the benefit of the doubt that it is.