Units retreat slowly?

Pseudo-newb here - I played it in 2008, when I finally got a computer that could play it, and not much since, though recently I decided to check in on it again. In the meantime, I'd been playing (and watching streams of) AoE2, and got used to the idea of tactical retreating, unit counters, etc. So I'm playing one of the campaign missions (Act 2, kill the British who stole your colony), and I try using my cavalry (Uhlans) to raid. They do their thing, then I try to get them out of there once the enemy infantry show up. However, as I'm retreating them, they slow down. The enemy infantry (melee Pikemen!) easily keeps pace with them and slaughters most of them as I'm trying to get away. I don't have any other units in the group, just the Uhlans. This is very foreign to my AoE2 play, where I'm used to Knights swooping in, killing a couple Villagers, and peaceing out. Why is this happening?

tldr: Cavalry (Uhlans) retreat so slowly infantry (Pikemen) catch up and kill them.