If both the horn and the steering wheel button were to go to earth, there would have to be two circuits, the second actuated by a relay in the first.
However, looking at the wiring diagram on GoMog, it would seem that the horn is not earthed, and the circuit is: fuse to horn to steering wheel switch to earth.
So the horn is always live when the ignition is on, and as DaveW suggests, the fault is most likely to be somewhere between the horn and the steering wheel button. I would suspect the switch itself or the wiring between it and the stationary part of the steering column - is there a slip ring? or is the wire just wrapped around the column, winding and unwinding as you turn? Alternatively, there is a fault in the horn earthing itself (unlikely, I would think).
Fjemog