This is the way the horn circuit works normally: Pressing the horn grounds the horn hot lead to chassis, allowing current to flow and sound the horn. Let go of the steering wheel horn and the connection to ground is normally broken (made electrically open), no current can flow, and the horn noise stops.

In your case, a connection to chassis ground is staying connected. 99% of the time, the only place that can happen is in the steering wheel center hub area, where there are two copper rings: One on the steering wheel housing which is connected to chassis ground, and the other ring is in the steering wheel itself.

Somewhere between those 2 rings, an electrical connection is being made when you press down, but the connection is NOT opening when you remove pressure on the horn, allowing current to flow and the horn noise to continue until the fuse blows. Possibly a broken ring, damaged or broken ring mount, possible corrosion, and certainly a few other possibilities, but when it's all apart, the cause if usually very easy to spot.

Don't go trying to fix it yourself without disconnecting both battery cables and walking away for at least 30 minutes ! Otherwise airbags could easily discharge when you least expect it, and the results can be dangerous.

After that, and if you have the tools and knowledge on how to safely remove and re-install the steering wheel, have at it.

But personally, I'd have a qualified mechanic or dealer fix it.

Hope this helps ...

Could be a short in the sterring wheel mechanism for the horn ring

I would check the wiring.  When my horn was blowing fuses, the issue was that the wiring to the horn had rubbed through and was shorting out.  It may be easier to trace and check the wiring from the horn to the firewall and see if shorting out before you start tearing down the steering wheel.