I know you're kidding, but I've seen Cavalry (back when they were melee) in early medieval era, and that's honestly just terrible.I bet that if you find Atlantis hut, you can directly upgrade to giant death robot (but cannot heal since you don't get uranium).
I mean I play mostly one continent maps, so I really rarely run into these extremes. but getting a horseman and having it upgrade to knight in ancient era is quite possible.