Where do some people get the impression from that cavalry in melee died like flies? If unarmored 18th c. cavalry were able to charge and broke squares and disperse or kill the infantrymen after braking in, why should ancient heavy cavalry not have done it?
I'm not a cavalry player in EB, but it would be extremely frustrating from the historical point of view, if cavalry was not able to destroy a unit by one or two charges in the flank or back and would suffer heavy losses time after time when disengaging (why should they, from the shattered infantrymen who were glad that the horses would go away?).
Crushing a formation of firmly standing infantry with frontal charges should be the exception however.
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