As another horn player, I will say that I find the lack of horns to be of an extremely practical basis. The Bb marching French horn, at least every make I've tried, is a vastly inferior and more difficult instrument to play (well and in tune), especially in the upper register, than the mellophone. Additionally, the sound "breaks" much earlier in the dynamic spectrum, meaning that one cannot play as loudly with as tasteful a sound. The fact that it's pithed lower than a mello means that if you're playing similar parts, you're playing well into the upper partials. If you're playing lower parts, you're basically in the same range as the upper and middle baritones, and the tone color is not very different from these instruments.
I think the yearning from horn players for a marching French horn is based on missing that orchestral horn sound, but the fact is that the sound we're thinking of is NEVER going to be present on the field without concert horns (which have seen good use in some marching bands for limited sections of shows, but I've always seen as a novelty). In my opinion, we need to just accept that this sound is missing. A drum corps is much closer to a British brass band setup than an orchestral brass setup, and nobody complains about the lack of horns in the great brass bands of the world.
While I'm on the topic, I'm also strongly AGAINST using horn mouthpieces on mellophones. They don't match the leadpipe correctly, and the two aren't designed to work together. Trying to make a mellophone sound like a horn is a losing battle - it's better to realize what a good mellophone sound is and shoot for that. There are options out there to alter horns and mouthpieces to make the setup more "familiar" for horn players. Mouthpieces can be made with screw rims and a horn rim can be duplicated to fit on a mello cup. Also, some customizers, especially Patterson Hornworks (www.hornworks.com) have come up with some great ideas to make the transition less of a change. Personally, I feel that as long as you are very aware of what your embouchure is doing with both instruments/mouthpieces, the situation should not have a negative impact on either. Look at JD Shaw, as well as an article in the most recent Horn Call (from the International Horn Society), which focuses on "creative" hornists, including one who routinely doubles on a number of other brass instruments, and specifically decries the idea that this is damaging to her horn embouchure.
Sorry this was such a long response, but these issues hit home with me, and as someone who is a horn player, but also occasionally plays other brass instruments, teaches young brass players, and has arranged for several different situations, I've developed some strong opinions on this stuff.