No actually I don't even think he 'forgot' to pick up the Horn. I think he left it there intentionally to honor his love for Cuthbert and maybe to a lesser degree the fall of Inner-World (The Baronies.)
I do believe that Roland needs it at the top of the Tower to save himself. To me it represents his ability to reconcile the fact that he can;t control everything. The loss of his friends were in a quest to save the multi-verse in and they sought the same battle their own right and that tragedy must occur and loss of friends is due to their choice and not entirely through Rolands device. I believe Roland traps himself in the loops because he can't escape the sorrow of the loss of his friends while he believes his task is to save the multi-verse which is incomprehensible.
I actually wrote a lot more about my thoughts of this in another thread. But I will agree this is not Rolands first and maybe not 101st trip around the loop. I do believe its up to Roland to escape it and maybe, just maybe he will evolve to that point.
Interestingly his trips through the loop(s) may be to make him evolve to understand what Gan and the Prim really are and only after doing so will be capable of grasping the concept of the infinity of the multi-verse and by thus doing so allows a balance to be forged between the magic of the Prim and the technology of man. Thus being capable of doing what he believes he's doing by overcoming his own personal chaos, loss of loved ones versus saving the incomprehensible multi-verse.