The templates for melee cavalry have <PreferredClasses>Siege Human</PreferredClasses>. This means for example that if there is an enemy army with a siege engine behind it, your cavalry on an attack-move order will try to run around/through the army to hit the siege engine, instead of engaging the army. Usually this means your cavalry die. Another scenario would be if there are archers you want your cavalry to engage and have walked your cavalry up to, but there's also a siege engine way off to the side near edge of LOS, your cavalry will ignore the adjacent archers and run far away to hit the siege engine. There is basically no scenario where it is helpful to have Siege as the most preferred class for melee cavalry.
This patch updates the various templates for melee cavalry and removes Siege as a preferred class, so they only have Human as a preferred class, like most other land units have.