We kinda-sorta had a discussion like this a while ago. The SP’s GS-4 series locomotives had air horns in addition to the steam whistle, supposedly an air horn penetrated ground fog better than a steam whistle did so the SP found air horns useful on the coastal runs the Daylight trains operated on.
The NYC’s Niagaras had air horns too, but I’m not sure why, although the “Water Level Route” did run along rivers so possibly sound dissipation in fog was a problem for them as well.
Why did a Hiawatha have an air horn? Good question, maybe for the same reasons the others did?