I agree with you if the OP intends to go by public transport from the Airport - I believe there are 2 trains per hour to Horley, but more to Crawley.
If driving then Horley is certainly closer to the airport - but this all depends on which direction the OP is coming from!
Apologies - I have amended my OP to point out that you can walk to Horley from the South terminal transit stop.
Actually getting a cab for a 10am flight departure, and leaving home before the banks open. I don't think I'll want to be running around Horley or Crawley trying to find a bank. I'd rather spend time in the lounge.
Thanks all for your help.