That's because the expected use of cavalry for the AI is to hurl itself at an infantry unit as early as possible in a battle, to then be shattered before the infantry even arrive and flee from the battle. ;)
Seriously though, I've seen trenches a few times, but like you mostly anti-cav defenses. Like Ordani stated, they're almost always abandoned for some random stone wall far away from anything or for a nice artillery-target-practice-suicide-building. The AI also seems happy to abandon it's artillery when it's dug in, so it's wide open to a cavalry attack from behind, since it can't turn with those defensive sandbag things.
Actually, I have never ever had to assault a defensive position in this game. I have always been able to lure the enemy to me, except when they have a fort. The AI always seems to decide it's in trouble as soon as it loses men to missile fire, so as soon as I hit them with a mortar, they send everything that isn't garrisoned or in cover at my line and then I'm free to blow up the buildings the rest of them are hiding in. Alternatively you can flank them with light cavalry, which almost always results in some melee mob being obsessed with the flanking cavalry, to the point where it neatly follows it and walks right by your line to get annihilated, which then results in the previously mentioned behaviour of strange and meaningless attempts at retaliation.
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