Just like today, 200 years ago horns came in the same shapes. So, I am guessing that horns then were either made actual shape or those oval based horns were relegated to other uses.
How are you heating the horn? You need to get it to about 325 degrees F. If you are using boiling water, it is not hot enough.
Also, you can thin the rest of the base down to present a horn with equal thickness all around. Then it will round more easily.
Easy answer to the question is if you want a round based horn, start off with a horn that is nearly round naturally. Let the cow do your work for you.
And, although I have never really been too concerned with strict historical accuracy in my horns, I have made hundreds and hundreds of them more or less in their natural shape.