Using the large maps and Campaign map, you have to scout ahead somewhat, but I have noticed over a long time now that Cavalry which have been given the job of Scouting almost always get captured, they get into a fight with the enemy Cavalry, which I would think that would be what they should'nt do as much as possible, that should be highest prioity. They should retreat when they see the enemy Cavalry starting to move forward to them rather than forming up and giving battle.
I realise that there are higher issue we have to deal with at the moment, but I feel it needs looking into in my humble opinion