I must say that I'm not happy with the explanation of a prey animal "putting on make-up" for camouflage. Found another one (inconclusive though) on 50/50's site
The klipspringer will horn bushes to mark territory, the kudu does so as a mild form of aggression display. Kudu also dig up mud with their horns as aggression display. Such display is always in the presence of other kudu.
But why would this kudu horn mud? Sue Visser of Lynnwood Ridge watched the kudu bull as it repeatedly pushed and rolled its horns into the mud. She says that she has heard stories of kudus doing so to take the shine off their horns to make them less conspicuous. The bull did not bother to drink at the water hole but only busied itself with the mud. There were no other kudu in the vicinity.
This is not a case of wallowing in the mud. Mud wallowing is not typical of Tragelaphines such as kudu, nyala and sitatunga. Bovines like buffalo, elephants, rhino and warthogs relish a wallow either to cool down or give their hides a protective mud coating against parasites such as ticks and biting flies. The only member of the Tragelaphine tribe known to dig and toss wet soil with their horns, is the nyala and specifically aggressive bulls.
I have no knowledge of kudu smearing mud on their horns for camouflage. I do know, however, that the skin of the kuduÃ¢â‚¬â„¢s cheek and ear is oily and that attracts flies. So, perhaps this is a case of trying to get mud on those head parts to control parasites. Or it is a misplaced show of mild aggression.
And from a hunting site (which I will not link to):
Horning: kudu bulls use their horns to break off branches to gain access to leaves normally out of reach. Ground horning, when the horns and face are rubbed in mud or dry ground is form of territorial behaviour found in kudu as well as in nyala, bushbuck and wildebeest.