Quantrill appears one region south of Rolla MO in Houston MO. In one turn he moves to Nebraska, one freakin turn. My cavalry in Rolla, one region closer, by the fastest route, will take 38 days to get to same region as Quantrill. That's two and a half turns. Through friendly territory. And did I mention Quantrill has time to pillage every single region he moves through.
Clearly he can't be using horses.