I haven't the slightest, but I'll be darned if I used that old "Nintendo Logic" nonsense of an excuse...
Babirusa celebensis
What I imagine, however, is that the animal might have originally had two horns, but the the horns began to grow so long to the point at which they curved inward and fused together due to pressure and/or calcification. Similar phenomena can and often do occur in real-life animals, the
babirusa being the best example I can think of though irregular horn fusions and such have been seen in goats, bison, oxen, etc. To be completely honest, though, does there really need to be an explanation?
Zelda is a fantasy series in which there will be fantasy animals and such. Don't you get enough reality in the real world? For goodness sake, people, grow some imagination and creativity, will 'ya? lol Now, excuse me while reality hits me with the fact that I need to get some sleep~ XD