What? There's something to be said for the mobility of lightly armoured horse armies... Look at the Mongols and others. Against heavy knights they wouldn't engage in direct battle, but use their speed, range, and mobility to harass, ambush, and lower the enemies numbers, thereby creating numerical advantage. They also used the feigned retreat to perfection, and this allowed them to stretch out enemy lines and isolate groups of enemy fighters.
Medieval heavy armour military tactics had their place, but could be countered by light mobile cavalry en masse, as the Mongols used. And that's pretty clearly what Martin modelled his Dothraki on.