The impedance of a car horn is typically very low, usually between 2 and 4 ohms, while the output of a stereo is designed for much higher impedance loads, typically 4-8 ohms or more. Connecting a stereo directly to a car horn without a proper impedance matching device or circuit could result in excessive current draw from the stereo, causing it to overheat or fail.
Additionally, the audio output from a stereo is not suitable for driving a car horn. Car horns are designed specifically to produce loud, low-frequency sounds to signal the presence of a vehicle, while stereo speakers are designed to reproduce a wide range of audio frequencies with high fidelity. Connecting a stereo to a car horn without appropriate signal processing and filtering would likely result in distorted or muffled sound.