The basic idea (from what I've heard but can be wrong) is that MWE's originally had satyr blood in them, hence the design. I did see two MWE's once though that had full on ram horns and it looked awesome.
There's quite a bit of variety you can do for horns, but a good first place to check would be with your plot team for your local chapter. There may be specific requirements for color if you are playing a MWE from that chapter's local culture packet. I know my chapter's local culture packet has two specific colors for the two tribes, but nothing in terms of design.
My MWE is from a Vale outside of the local culture packet so my horns had to be NOT one of those two colors to avoid confusion.
But yes, MWE's do have some satyr like qualities, and I have played with some PCs that have the full ram horns and it is amazing. I would love to do them, but I have a tiny head and it would look ridiculous on me. I've also seen curled leather horns, light up horns, ones stuck to the forehead, ones worn on the head (or headband like mine)....