Well, from what I hear, the French Horn is a little harder to play. It seems like they might have to blow harder or maybe have better control? I just remember that many of the French Horn players had trouble playing loudly, but the good ones could do it. I actually like the sound of the French Horn quite a bit.
I remember some people saying that you had to play clarinet before saxophone. I never did that. Clarinets have similar fingerings (at least for the lower octaves), but saxophone is quite easy to learn on its own. In fact, I think it's probably one of the easiest to learn. Maybe the size is what they were worried about?