That's not a typo or localisation issue; whenever people refer to it in sentence it is always "south horn", all lower case. It's not the name of a place, it's a description. The menu option is simply in sentence case. The localisation is very particular about capitalisation of things that aren't proper names when not in title case, you can also discover this by emoting at any character that has a name that is descriptive, for example.
Words over characters heads (their "nameplate"), duty titles in duty menus, field and location names in teleport menus and notices, minion and mount names, and things of similar nature, are all depicted in title case. These can have different capitalisation in sentence case. See the outskirts being rendered "The Outskirts" when in the teleport menu, but being rendered "the outskirts" when characters talk about it. Or take a look at the Mogpendium next time there's an objective in places like "western Thanalan", or read a minion or mount description when they don't have proper nouns for names.
For example, observe this:

The key item is an "elite Veteran Clan mark bill" as depicted in sentence case, but when hovered over it's an "Elite Veteran Clan Mark Bill" as depicted in title case.