You will soon or later be asked by a conductor to play at an uncomfortably soft dynamic. It may be because you are accompanying the strings in the orchestra or simply because he/she wants it that soft. It can be a very unpleasant experience if you aren't prepared for it.
To avoid the embarrassment of not being able to play a very simple passage in front of everyone just because the conductor wants it too soft, you have to take a few minutes once in a while to practice at a ridiculously soft dynamic. Play a scales in whole notes very slow as soft as you can even if the sound stops sometimes. You can also do some simple etudes ppppp for a few minutes. Long tones are also good.
I know it's not the most exciting thing to practice but it will save you a lot of trouble some day. Also consider that the softer you can play your pianissimo, the louder your fortissimo will sound because of the contrast you'll be able to create. So it is musically very useful to have that "trick" in reserve. Practicing soft is also very good to relax your chops when they're tired after a day of playing.
I am associate principal horn of the Singapore Symphony Orchestra and the author of the progressive methods. I'm happy to share my experience as a horn player and teacher with you.