I've noticed that sometimes the player's character shouts "Infantry!" while selecting a group that's labelled "cavalry," and so on. I started noticing it in 1.5.3, unmodded, and I'm still noticing it in 1.5.6.
In addition, if you put all of your mounted companions in a group by themselves, the game still calls that group "infantry." Possibly a separate issue.
In addition, if you put all of your mounted companions in a group by themselves, the game still calls that group "infantry." Possibly a separate issue.