The "difference" you think is completely arbitrary without reason. Heavy horse archers and heavy lancers are the equivalent to the elite of the Mongol forces which would constitute around 20~30% of an expeditionary army at any given time, and there's nothing saying that they were poorly armored.
If you're thinking vaguely "oh horse archers were generally poorly armored" -- try compare it with the T2-T3 horse archers, instead of comparing with a T5-T6.
According to whom?
The East ALWAYS used way more heavy cavalry in ANY given moment of history. From the first moment large-scale clashes would happen between the Roman Republic with the Parthians and their cataphracts, to the bit*ch-slapping the Imperial Romans received from Sassanid cataphracts, all the way to Medieval armies of the Arabian Caliphates and Seljuk Turks, and latter-day Ottomans.
What, you think only the West were relying on elite cavalry forces?
Demonstrably false.
You mean like at Horns of Hattin?
How about the Fall of Acre?
The disasters of 5th and 7th Crusades?
How about Ager Sanguinis?
Forbie?
What? The Crusaders didn't have any knights in the above instances?
Or how about we extend the period to the latter times, instead of just remaining at the earlier exploits of heroic Crusaders, and say, to a time when the times of Mamluk Sultans and Ottoman Sultans would start to appear? They don't count?
See, you think it was a "one-sided massacre" because this narrative you're familiar with is one of a giant confirmation bias which simply leaves out major humiliating defeats of Crusaders, and remembers only the handful few humiliating situations for the regional Muslim factions. So you remember just Dorylaeum and Jaffa, or the heroic exploits of just a few hundred capable knights routing thousands of soldiers of the armies of the amirs, and yet, just simply leave out all the MAJORITY of instances where similarly-sized armies of similar composition of HEAVY cavalry fought, with some victories going to the Crusaders, others going to the Muslim factions.
If this isn't about comparative historical accuracy, your entire argument has no basis at all, and falls apart.
Who says a totally fictional army of horse archers or lancers, have to be necessarily less-armored (which, they ALREADY ARE. Have you seen the leg armor on the Khan's Guard?) than knights?