I can't find a reference, but I'm pretty sure this is actually false. Someone who reads a horoscope with his 'sign' attached tends to think the horoscope applied particularly well to himself (even amongst skeptics). Obviously, removing the 'signs' makes them indistinguishable.
I think the point is that people attach a feeling of truth to their own horoscope, without considering whether other horoscopes could feel similarly true.
(Since there didn't seem to be one for this month, and I just ran across a nice quote.)
A monthly thread for posting any interesting rationality-related quotes you've seen recently on the Internet, or had stored in your quotesfile for ages.