You can if you want but the horn is nightmarishly difficult. It has a tendency to wander and it's hard to nail the pitch - so much so that the note you play and the note you think you're playing can be different. Many pros specialize in the upper or lower register.
Piano gives you an ideal foundation. I would suggest sticking with oboe and bassoon. My woodwind professor says if you play a double reed and play it well, you can write your own ticket.
Double reeds are so hard that they are more in demand.
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