Ya think of each horn/head as a shape so currently we have

Circle/Circle
Square/Square
Triangle/Triangle
Rectangle/Rectangle

Now see if you do Circle/Square that means the overall shape of the horns/head would conflict with the fitting of certain headgear making it harder to not cause clipping. The best way to look at it is to understand that because they were focusing on having horns not clip with headgear/look right they most likely decided that the best way they could do this would be to have horns/face be connected.

Since in that sense it's easier to keep 4 faces in check when keeping headgear in mind for helmets than it would be to have to do a quality check for 16 different customization options.