Rhinos should give their horns once butchered and should cost as much as double an elephant tusk. Since you get two elephant tusks per elephant.
This would actually be pretty easy to put into a mod. You could do it with just XML, I think.
I think it's something that was called vanilla animals overhaul (https://ludeon.com/forums/index.php?topic=34173.0) that made the rhinos drop their horns and made deer drop antlers and caribou drop their antlers . It wasn't updated since then, but there is Vanilla Animals Overhaul Reloaded (https://ludeon.com/forums/index.php?topic=47165.msg447419#msg447419)that has made updated to 1.0...