Actually I'm fairly sure their kit was originally intented more to let them roll over *lighter* cavalry, in the interests of the "securing cavalry superiority" phase of battle... and, yeah, to proceed through lots of arrows and the like without caring much, which AFAIK is what the steppe folks originally developed armoured cavalry for.

Squaring off against the superheavies on the other side really just came with the territory, kind of how Age Of Sail ships of the line were each others' main opponent - they were the only ones who could take on that kind of fighting power with reasonable chances of success.