As non-acoustic music is usually heard though the sound system the live music venue uses---which rarely doesn’t employ horns as it’s midrange and tweeter drivers, the advice to listen through horns at home is not without merit. But be for-warned: if you haven’t heard horns in a home setting, you may be in for a shock. They can be very "forward" sounding, and sometimes "brash".
I tried listened through my band’s Altec Voice-Of-The-Theater PA loudspeakers, and found them way too colored for my taste. But then lifelike vocal and instrumental timbre is exceedingly important to me. Art Dudley didn’t seem to mind a little editorializing in his loudspeakers, and loved his Altec’s. To each his own!