Actually, the little horns dont scare deer at all. (I previously lived in a rural area, and almost everyone had those things on their car) Absolutely every single person I know from back home has hit at least one deer, its pretty common.
Anyway, they arent allowed to scare deer, because it would scare all kinds of animals like dogs, horses, cows, etc. The idea is that they are supposed to emit a high pitched screech that makes them look up and pay attention. In theory, this will make them look at your car, and stand there looking at it until you drive away. This is opposed to them merrily running along their way, which will just happen to intersect with the hood of your car in the middle of the road.
Just that random bit of useless knowledge for everyone else to know.