Real legionnaires could use their pila like a thrusting spear to fight cavalry. In RTW they can`t do this and have to use the gladius. Giving them a penalty only because of the limits of the game would do no good job to represent their real capabilities.
Arrian describes roman anti cavalry tactics in his Array against the Alans.
http://members.tripod.com/~S_van_Dor...s/ektaxis.html
And i don`t think that legionnaires or heavy infantry in general should be more vulnerable against cavalry. It was almost impossible to break an intact heavy iinfantry formation just with cavalry, without weakening it with other troops before.
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