Hello,
This is the only thing I could find online about it:
One theory suggests that the megaphone was used to amplify a siren that alerted locals when the U.S. Army was conducting secret chemical or gas testing in the area. Another wildly different theory posits that visitors would hike out there and stretch skin over the ends of the object to play it like a drum. Whatever the origins, catching a glimpse of this mysterious “megaphone” atop the rocks is a strange and unexpected sight indeed.
I personally believe that it was placed there so in case you get lost around that area, you can hear the sound it makes when the wind is blowing and be able to locate it. Might be next to a trail that lead to civilization.