Temporal paradox.

Vigilance is a rather weak attribute for a Knight. Even at the AI level, it's not very useful; troops attack stacks without vigilance, and the stack under vigilance is killed by magic. So, no matter how much you increase it, even up to "relentless strength," it doesn't help much.
Specializing in horses is not so much a disadvantage as it is something that doesn't bring benefits for a long time. You need to specifically design a map for playing as a horseman. This map is practically the opposite of that.
Let me explain. You start with two castles, and dwellings of levels 1-3 can be built in them without any problems. You can quickly occupy the outer buildings of levels 2 and 3. Archers also join in. By the beginning of the second week, you have over a hundred archers. If they are just a nuisance for Axel, then under Dugald, they are heavy artillery, sweeping away everyone. The outer dwelling for horses is located too far away and opens too late, so it doesn't contribute much to the hero's development. Training halls are also closed for construction. As a result, the horseman sits practically without any offensive army power, while Dugald, having gathered hundreds of two or three crossbowmen, can pass through any garrisons.
Next, the horseman is highly dependent on magic. Both the specific spells and the amount of mana are important for him. The "knowledge" parameter is never very high for a Knight, only through artifacts. "Regeneration" here is guarded so well (Druids, about thirty of them) that you either have to sacrifice half your army or sit without it for a long time. And without "regeneration," Axel is not a warrior either. That is, this is another element on the map that works against him, since this spell cannot be obtained in the Tower. And even with one horse, even with "regeneration," you won't be able to win many battles.
The enemy of Knights, the Dwarves, are extremely unpleasant for cavalry. In a purely melee fight, Dwarves are preferable. You can lose everyone to just Lava Dragons because of their shield (A unit attacking Dragons in melee combat will take fire damage equal to 40% of the damage it deals.). But if the Knights have a strong ranged stack, the Dwarves become very docile. Under Dugald, crossbowmen can destroy 15-20 Dragons in one turn, not to mention weaker creatures. Again, the situation is not in favor of horsemen.
The horsemen need help, but archers can always manage on their own.

I know the magic word - "map editor."