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Depends on your definition of important. There's an NSFW scene if you take one of them and then choose a specific series of options later, and it gives you some lore, but neither changes anything *important* so far in terms of meaningful choices. One of them is better for a low corruption run?

*Technically* The eye is better because it can get you some skill in addition to the power of the horn... BUT you have to wait a long time, which means until then you're missing out on 10 power.  As such, I think if you grab the horn for immediate power you could get an extra 'win' point for the Valvravn fight.