Nothing to do with purchasing the Horn. What clicking unlock should take you to is a spot within the Character Content part of the store to purchase...
I don't know why you can't find the quest (or item) in the Store. That is a one-time-per-account quest which I've already done and I don't currently...
For the record OP my comments were based on being concerned about the game needing admin constantly. I read your OP as "it used to run without admin,...
I hear you, that is an annoyance. Unfortunately, that's pretty much your only option with Windows: Get annoyed by those popups, or disable a security...