That shouldn't be the case. The horn and hazard warning lights share the same direct battery feed via fuse 2 so both are designed to work with ignition off. This is the same with early and late versions of M3W. After fuse 2 the continuous power is fed to horn and hazard circuits via individual purple/black wires. The hazard one feeds directly to the hazard switch (via connector) on pre 2014 models and via TSM on later ones. This assumes wiring has not been changed possibly to solve another issue

You could perhaps confirm with a multimeter that connections each side of fuse 2 are live with ignition off.