Well apparantly the Saba icon isn't really explained yet.
As abou said it's not just some horned animal, it's an ibex which weren't only common there it was also the animal of Almaqah (or in sabaic inscriptions: 'LMQH, 'LMQHW). This was the main god of the Sabaeans. But it was also the one thing that bound the Sabaeans and the other communities together. The god and temples of Almaqah which not only played an important role in Religion but also in politics, law,... It was almost the cement holding the Sabaean state together. Of course it being the animal and depiction of Almaqah it's the most common element in Sabaic art. From architecture, tools, stèles,...almost everything.

Hence the obvious choice.