I don't think the column being grounded is part of the horn circuit. I think the upper mast bearing/horn contact ring is isolated electrically. So if grounding the column made some difference, it may actually indicate a problem.
There does need to be a ground. The upper mast bearing is electrically isolated (and hot), and the horn button connects it to the column which does need a ground. Easy enough to put a short ground wire from the column, either under the dash or in the engine compartment to a ground point. [on edit] You have to make sure you get a good contact point (no paint) on each end.
