I understand where you are coming from Wyly and it's a good question you ask.
First up, these are the relays I use on my ignition kits and they are bloody good. Fit and forget.
(The first one in the list with the bracket makes mounting easy as. And don't forget to order the relay base as well, makes it all nice and snug.
http://www.cycleterminal.com/accessory-relays.html
And why is the relay necessary? The stock horn draws lower power (hence less noise) and the wiring on CBXs were no doubt built down to a price and made simple. And over the years, there WILL be some voltage drop through our old switch gear and wiring looms.
To illustrate, on CBXs I have worked on, it is not uncommon to see 2-3 volts of less voltage going into the back of the coils compared to the reading taken across the battery. Connecting 12v power directly to the coils using a relay really 'wakes up' the ignition and performance is noticeably improved. (it's a popular mod over on the 1100 forum)
To make the maximum noise it is capable of, your new horn WILL simply need to pull more power. Yes, you could connect it using only the stock connectors, but don't be at all surprised if when you hit the button, you think "Meh.."
Good luck with this and we are stby to assist as needed.
Cheers...Tony