relays are all about the amp draw. and what wires you are running like up your steering column.
a relay draws maybe 1/4amp to activate the switch or less therefore you can run much smaller wires up the column.
Horns draw from a few amps up to 24 or more therefore you need much bigger wires.
Longer wire runs mean larger voltage drops. Not a big deal for a horn but other systems it becomes a issue.

Engineers put relays in for a reason not just to add more parts.
Look at your whole layout if the switches and wires are all large enough to hand the full loads through the circuit a relay may not be required.
But if that ground wire up to the horn switch is small then pull a new wire or run a relay.