We could use Doppler effect for other sounds not only horns, i noticed that some other sounds are influenced too like Air compressors, but engine sound it self not,
Are you sure? Definitely seems to be a pitch change if I watch a train pass on external camera (tried it with DB BR 182 on MSB).
It may also depend what route you're doing. I think sound for some of the older ones aren't as advanced.
Yes, locos like class 31 40 45 47 52 don't have Doppler, IMO this effect should be employed whole game wide, not just to new stuff.