Your way will result in horn degradation. For sure.

You do know that antelope horns are shed every year, right? Ever seen one after 6 months in the weather? Not pretty. I've got two on my desk right now.

They will come loose while hanging on a tree - eventually. They may split, delaminate, get chewed upon be squirrels, mice, porcupines whatever. Ever heard of UV light being good for biological material? There is NO upside to your method. None.