im not sure if this is correct but this is how ive always read it.

you cant build dismounted units in vanilla games but you can dismount the units in certain conditions i.e. sieges.

so if you produced a crusade in rhodes and obtained some hospitaller knights, if you storm a city, and during the siege battle you dismount the knight units, they will obtain a bonus valour. however, if you left them mounted, they would not get this valour bonus. the opposite applies if the crusade was built in malta (with valour bonus for mounted knights).

hope this helps