No, when the cavalry is separate from the stack. It it possible though that it is opposite (it receives less when you click on a cavalry unit outright).

Have a single unit of cavalry (or an all-cavalry stack for that matter). Now click on the stack (you get the range). Now, click on the unit cards (or select all), the range is bigger.

It doesn't happen all the time though. I'll see if the difference of roads in provinces have something to do with (but not likely, from initial observations).