The horn/whistle on F2 conundrum is not really all that confusing if you understand American DCC. For whatever reason American DCC manufacturers decided that F1 will be by default assigned to activating the bell sound, and F2 activating the other locomotive signaling device: bell in Diesels, and whistle in steam locos. It is a simple as that. That is why the American handheld throttle manufacturers label F1 and F2 that way.
On the other hand, European sound decoder manufacturers do not have such predefined function button for horn/whistle (and most don't even have a bell function, since there are no bells on European locos).
Why is the F2 button universally labeled with a picture of a horn, or with the text "HORN"? I don't really know. Maybe because a picture of a horn is more readily recognizable than a picture of a whistle? Maybe because HORN has only 4 letters, while WHISTLE has 7 letters, so the HORN legend is easier to fit over a small button? Maybe because there are probably more Diesel modelers than steam modelers?
So, just ignore the fact that the F2 button is labeled as "horn". It will blow the whistle on your steam loco. It is working as designed. Also, F2 is usually a non-latching function on a throttle, so the horn/whistle will blow only for as long as the button is depressed. Bell, (F1) on the other hand, is a latching function. if you press it, the bell will start ringing, and will continue ringing after you release the button, It will ring until you press and release F1 again.
I'm curious -- how much experience do you have with DCC sound in general (not specifically QSI)? You are asking very basic questions.