I would hope horns can play rock. The question is, can they reproduce electrified music as well as dynamic speakers ?
Here’s the thing, what horns? Most of the expesnive horns are designed for simply increasing SPL. They measure a little more linear because they are such low excursion, but they are not proper and not in accordance with what the wave actually needs on the way out. That’s why rock and vocals sound funny, because the pattern of sound existing isn’t natural, just directed for more SPL.
If you want to hear actual horns working correctly I suggest trying ones made for constant directivity over SPL. They often get enough of a boost that there’s still benefits. Buy a pair of Gedlee speakers and have a listen. They’re cheap. From there exploration will probably be better. I think the Danley clones are on their way... the audiophile version if you will. Those may be rather interesting hornesque speakers to try.
At least so long as you desire rock n roll, I would explore this dorection. Its hard to argue with the power of horns on orchestral stuff, when SPL, jump, etc are big concerns. I would say that gear with better memory distortion does well for that stuff... The biggest fight is the compression from the albums, which big spl horns work to over compensate for rather well.