I just noticed that Azalea and Rhonda both used to have an extra horn, and then those got removed in their later appearances...
When Azalea appeared back in Doubutsu no Mori e+ as Petunia (ペチュニア), she had an extra horn, and when she reappeared in New Horizons under her current name, her extra horn is gone.
Rhonda had an extra horn when she appeared in City Folk, but she didn't have one in her debut appearance in Wild World for some reason, and when she appeared in New Leaf, her extra horn has been removed again.
Well, I prefer the female rhino villagers with one horn over two anyways. Some still have two horns, such as all the male rhinos and Merengue (though it's not really a horn, more like whipped cream). Heck, I think New Horizons even changed their body appearances slightly compared to New Leaf. Like, look at Tank:
Looks the exact same, right? No. Look at the shape of the heads; they're not exactly the same. NH Tank also has a smaller mouth compared to NL Tank. I bet I blew some minds today.
Probably an attempt to cutesify the female villagers in comparison to the male ones. I really wish they'd stop doing that, but I expect it matches the desires of their target demographic. I like when the animals actually look like their real-life counterparts, but the animals that match the closest (rhinos, hippos, gorillas, horses, anteaters) tend to get a lot of hate. So I assume they wanted to simplify and smooth over the design and make them more "feminine" and less "pointy."
New Horizons is my first game, so I didn't notice. (Rhonda lives on my island, I love her!) Irl male rhinos have bigger horns than females. It also depends on the type of rhinos-- black, white, and Sumatran rhinos have two horns, while Javan and Indian rhinos have one horn. As others said, I think they removed Azalea and Rhonda's second horns to make them "cuter" and easier to animate. So maybe they can represent those one-horned rhinos?