Cavalry escorts often occurred to me when the ennemy was getting seperated, ie that one a them falls instead of gets killed. Obviously once he gets back up he's way behind, and the cavalry, who's supposed to stay in the middle of the pack, keeps running in the middle, only now the middle is between the lead pack and those lagging behind.

But yeah, telling the cav to go ahead of the pack, then attack the pack once it's in (or a head) will usually score kills, like they said.