Hi Memphis, did you check the horn relay? I suspect that's the problem since you already ruled out the fuses.
Maybe the contacts are corroded and not making contact or maybe the relay went bad and not switching when you press on the steering wheel horn. It's should be an easy fix, like $10 for a new horn relay or dealer should fix for free if still under warranty. Google "CX-9 horn relay" Part Number: UM4667730 it's located in one of the relay boxes under the engine hood by the drivers side.
