I would hang onto the old horn just in case you have electrical problems later and they want to blame the new horn as an excuse. Then you can put it back or purposes of them fixing the issue.
A good read is the Magnuson-Moss Warranty Act which doesn't let a manufacturer off the hook if you modify something unrelated. So changing a horn cannot be used to void your whole warranty. They have to prove/claim the horn is the cause and then the repair isn't under warranty.
For instance, you replace your wheels with aftermarket wheels and the act prevents them from claiming that's why your engine won't start.