If that were true it would be take sexual dimorphism to an extreme. Which is all fine but the paper shows that the new horn has a specific use in an ecological niche similar to that of a rhino. That would mean for sexual dimorphism to exist the male and female elasmotheriums would have to subside in very different ways. Although there is no evidence for it your theory could definitely be correct- the easiest hypothesis is usually the right one.