Your horn set up is different from all the VW based cars. The overall design is similar (I mean it's a simple relay) but you have a modern horn isolation ring on the back of your hub adaptor and you have a ground isolation "finger" built into your turn signal unit.
As Al mentioned, do check the wire to the horn button, and you can check the wire at the horns, as they are both easy to check. You do not have a wire running down your column, so skip that.
Most likely what is happening is your turn signal unit is too close to the back of your steering wheel hub and one of the screws in the face plate of it are rubbing on your horn isolation ring triggering a ground. The quick and easy fix is to loosen the hub adapter set screw (flat head screw at 6 o'clock position of the hub adapter, lay on your back and look up at the bottom of your turn signal unit, you'll see it) and slide your turn signal unit towards the front of the car/dash and then tighten the set screw. Doing it this way is a fine line between buying the right amount of space and having so much space the contact "finger" is not riding on the isolation copper plate.
The "take it apart and figure it out properly" approach is;
Remove your horn button (if you haven;t already) and remove the 24mm nut holding the hub to the column (might want to mark orientation of the wheel so you can put it back straight). Then look at the back of your hub adapter for a groove or cut into the copper isolation plate, it'll be obvious. Find which screw is making that groove and either tighten it, move it away from the hub, or grind it down slightly. At this time you can see how far the horn isolation "finger" sticks out and been it open slightly to make contact sooner if necessary. When reassembling DO NOT just try and push the wheel onto the splines. First, with one hand, reach under the dash and find the universal joint (or exposed steering shaft just forward of the universal joint). Grab the column here and hold tension towards the rear of the car, then put your steering wheel back on while hold tension back on the column. Once indexed on the splines, reassemble (and don't forget your wave washer under the 24mm nut.) Done. ...but wait, there's more...
why did you have to hold the column?, your car has a modern rag joint at the steering box (connects the upper and lower column about 6" aft of the steering box input shaft). It is designed to separate and leave the upper part of the steering column in place should you get into a front end accident (and not impale you with the steering column). I'd suggest checking this location to make sure it is indexed properly and the 2 rubber bushings are in good condition, pliable, and tight on the 2 indexing pins. IF this is improperly installed or just worn, it will allow movement in the column fore and aft, which would give you the honk/no honk situation depending on how the steering wheel was held, pushed, turned... It is VERY rare that these are worn, but I have seen them improperly installed, ESPECIALLY when someone has changed their own steering wheel and not known how to properly handle the column. They'll push the column forward not knowing they are separating the rag joint or knocking the bushings out of it, etc... You can always e-mail or post a photo if you;d like me to look at that area too.