At first I thought that the world of Myth was simply a world in which horses did not exist (perhaps a proof that myth does not take place on earth?) All the units are infantry (except perhaps the bre'ubor), and the narrations make specific references to the lack of horses; in "Into the Breach", Cruniac sends a 'runner' to warn the town of tallow, rather then a rider. In "Beyond the Cloudspine" the narrator mentions that it would take months to get to madigral on foot; no mention is given of going by horseback.
So I thought that they simply did not have horses. But then, while reading the article "The Cycle" in the delusions section, I found that Moagim, one of the levelers, was torn apart by four horses, and Alric had a particular hatred of horses. If horses exist in the Myth world, why are they not used by the Legion, or, for that matter, even seen?
And on a more real note, why did Bungies decide not to include calvary in the game?