This is historical also, as most Roman heavy cav, especially since the 3rd century AD, came from Germany or Sarmatia. Remember it was the Gothic heavy cav that destroyed the eastern army at Adrianople.
Not exactly historical, that unit is anachronistic. During the game's timeframe the Goths had not yet emerged as one of the more powerful Germanic tribes. They were also far from Rome's borders. The more powerful Germanic tribes during the game's timeframe were the Cimbri, Teutones, Chatti, Marcomanni, Cherusci and Suebi. The Suebi in particular were known for their cavalry. The "elite" German cavalry unit in game should have come from the Suebi, rather than the Goths.