I drove the car half way, and suddenly the center part of the steering where the horn situated dropped out. I shocked me actually, and I have to hold it and push it back into the center column. As the car was constantly vibrating, the horn dropped out again and again.
This is frustrating. The center piece is actually quite heavy, and I was worrying that the cable might break.
After reaching home, I decided to take the wheel out for a closer look and repair. I thought of putting some tape to secure it. Upon closer inspection, I found the horn cap not fully inserted into the hub actually, hence it dropped out easily after some vibration. The connection of the cable was not properly placed.
I did some modifications to the cables, clean up the tape and side wall, making sure that the cap can be fully inserted, and done. It seems much more secure when inserted fully into the hub. I checked and it does not get dropped out again.
I drove the car today at quite a bumpy road and the horn cap does not dropped out again. Good!