I have been told by my dealer that it's not a good idea.... Can't tell you why, other than it's probably a royal pain in the a_ _.
I got this back from A. Krauss at Avantgarde when I asked the same question.
"Q3) It is not very complicated to detach the horns, but we do not recommend to repaint them (exception: plain white horns, which are made from non-lacquered polished white plastic). For further advise you may let us know which colour you have and to which colour you want to change.
R U painting the INSIDE or the outside (or both)? Which horn -- all? Which A's are these -- the 3?
Paint will change the inside wall surface of the horn and, consequently, its sound. It can make a positive difference on one horn (mid hi) and negative on the other (mid-low).
I would advise you to leave it as is until you research the subject thoroughly for yr particular horns.