If we’re talking about loudspeakers:
Imagine you’re running at high speed into a group of people. They see you and they move slightly to get out of your way.
Now imagine the people are constrained by the walls of a hallway. They can’t get out of the way. You crash into them, transferring the full energy of your speed.
A speaker cone (horn) prevents the air from getting out of the way of the speaker’s moving membrane.
/u/TheJeeronian’s comment provides a more accurate and detailed answer.
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