The problem is that it is extremely time consuming. The less you want to sand, the longer it takes to machine as the resolution must be quite high. That's why I am doing another project with a non-industrial CNC wood work supplier. A real industrial CNC shop will charge by the hour of CNC. Basically, doing four halves (two complete sets) can take a whole day on the CNC machine. Few industrial shops are willing to block a machine for a day when they can make way more money doing kitchen cabinets...
So, basically, you'd need to find a small scale shop to do it.
But I agree that using CNC makes building complex horns much easier.