I have been looking at the available information on the gradual annexation of Britain which, thanks to Tacitus, we have some narative to work with, and you are almost certainly right. However is it a relevant question? Most historians and most information appears to concentrate on the actions of the Legions, rarely do we hear about the exploits of the auxilaries (both cavalry and infantry) that fought alongside them, other than the epigraphic record.
If you try to imagine what the Roman army faced as it moved north to conquer the various Brittunculii (ditto Germania), how would they have done this? The environment would have been heavily forested, often very wet, with few cleared areas, apart from around the native settlements. can you imagine heavily armoured infantry marching in formation through this? Certainly the Romans built roads, but before they did that, they had to fight through virgin territory.
We seem to have become stuck with the idea of neat columns of marching men forging and forcing the Pax Romana. How could they have done that in wooded country? I suspect that it was a lot different, I do not believe that a military force so successful as that of Rome was, was so strictured. If the gladius was great for formation fighting on the open plains of Italy, would it have so appropriate when you are fighting 'in the scrub' against the Celts, Germans, and Gauls who slashed rather than thrusted, and used longer swords anyway? Would they marched thus up the forested mountains of Wales and Scotland, would they have been issued with smaller shields and the Spatha?
Why would a legionnary not be part of a cavalry vexilation, just as a centurion might?
What limited the use of cavalry would have been (at least in the northern climes) the lack of fodder, particulary during winter. While you are in conquest mode, fodder would be taken from the vanquished, but if sustained numbers were required?
