I don't know what you knowledge base of electrical theory is. So, don't think I'm trying to be insulting, ok?
You can think of circuit paths like a divided Highway. Current travels up the road to the destination and then back on the other side to the origin.
If electricity can't get back "home" (the origin). it won' leave. Wiring, like many roads, have bridges (interconnects). If any of those are washed out or broken, in either direction, the current cannot make trip.
The bike's wire diagram is your road map. While it does not specify terrain, it does describe the roadway needed for the journey.
Your job is verify that all the roadways are intact. Once, the roads are complete and connected, there is no holding back on the electrical flow, as long as the end device demands it.
Does this help?
If you have not yet checked the wire diagram for your bike, do so. It will describe the wire colors used in the circuit path between battery and horn. If they do go into the headlight bucket, then check to make sure those wire colors are joined with a connector.
Cheers,