It makes no sense for each and every train that goes across the bridge over the house to honk its horn. The horn is a warning sign. There is nobody on the bridge that could need a warning. The horn is mainly used at level crossings and there physically can't be any of those ahead or after the bridge for a good long stretch. Except this is explained in S4.E7 "How to Dress a Wound", when it's revealed that a demon is appearing as a woman on the train tracks above the Bouchard house.