Quote Originally Posted by Phase
You don't happen to have a general with a movement bonus (trait or follower) and so get longer range from select all?
No. The cavalries are separate from any general, infantries or others. All you have to do is click on the unit on the screen. Then click the same unit on the unit card, you get an extra movement range.

Or otherwise, the cavalry is getting less that what it should and clicking on the unit card confers the correct movement value. It doesn't happen on infantry though.