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Historical considerations aside, both cataphract and pretorians are worse than generic defence retinues. Noone should use them. At least the Roman cultural building works for defence retinues.
1)
They probably did. All useless cultural retinues (which is most of them) exist for RP purposes only.
2)
The Roman Legions are famous for infantry, not cavalry.
3)
Yes, because as mercenaries there would be a reason to use them.
4)
No, weapon selection is fine from a historical point of view. Roman Legionaires are widely known to use pilum and gladius.
I mean, clearly it's ahistorical. However, it's also clear to me that they attempted to take inspiration from the early empire rather than much of anything from the late empire that would be much closer to the 769 start date.
1) Not sure how you figure the cultural specific retinues are worse than the generic ones (as I haven't looked into any stat differences), but I've frequently found running a stack of "tagmatic" cataphracts, bolstered by the Scholae Palatinae and Varangian Guard to be highly effective. What makes retinues like knights and cataphracts so inferior in your view? Some, like English longbowmen I can understand considering their effectiveness would plummet in the melee phase.
2) True, although it is noted that cavalry was developed to have a much greater role than the mere 120 scouts per 6000 heavy infantry legion in a post-Marian legion. Over time (such as with the Justinian Restoration and certainly by the centuries covered by CK2), the infantry had transitioned to a supporting role and the Roman armies were known for their elite cataphracts (and horse archers, although these were eventually phased out except for the non-Roman troops who excelled in the role).
Pikemen are one of, if not the, best troop types in the game so the generic defence retinue with mostly pikemen are one of the best choices. I believe some solely heavy infantry retinues (with cultural bonuses) can be more effective and camels are also very good so if you're playing as one of the Arab camel countries or the Outremer then use your camel retinues. And of course the Italian/Scottish retinues that are 100% pikemen are better than defence too.
I'm not sure how exactly the Roman praetorian retinue fares vs defence (I've heard the ideal situation is to have only 1% archers, so using them in conjunction with the defence retinue may be optimal), but they're definitely better than cataphract retinues at least.
There is a good discussion of it here:
https://www.reddit.com/r/CrusaderKings/comments/9y0tgo/the_holy_fury_retinue_composition/
As of Holy Fury, camels (and light cav in general) remain the best cultural retinue. Pikes/heavy infantry (especially with Scottish or Italian commanders) are top too. Generic defense (which includes pikes) is also top tier.
Heavy infantry mixed with some archers or pure heavy cav are middle tier. An example of pure heavy cav used to be Mongols making Constantinople their capital, thus enabling pure heavy cav as a cultural retinue. This may have changed, though.
Archers (regular, heavy and horse), light infantry, heavy cav mixed with light cav, and elephants are at the bottom.
There are advantages to diluting some of the retinues with a small amount of archers, especially for light cav/camels. It can be tricking getting the right mix though.
Back before Horse Lords, longbows were the best using English/Welsh commanders to trigger tactics. Paradox nerfed archers and they have never recovered. Never, ever, have 60% or more archers in a flank. It will get destroyed, even by generic levies, because the charge unprotected flank tactic fires at a 100% chance, instantly switching the combat phase from skirmish to melee.
The general consensus is that you do not even want 1 % horse archers in your levies. Do not build the cultutral buildings that give horse archers.
It is not the difference betweeen pikemen and heavy infantry. The main advantage of defence over shock ist the amount of archers. Shock has 20 % archers for barrage tactic in the melee phase. Defence has 16.7 % archers and no access to barrage, only force back (and stand fast in forest).
Heavy infantry retinues are effective if you mix with less than 20 % archers via shock. Pure heavy infantry or pure pikemen have bad tactics in the skirmish phase (nothing but generic skirmish tactic) (*); 1 % archers enable shieldwall and volley. The same goes for pure pikemen: Add at least 1 % archers via defence to enable shieldwall and volley.
Camel cavalry and light cavalry retinues are good but do disorganized harass instead of harass. Mix with light skirmish for less than 75 % camel/light cavalry (replaces disorganized harass with harass if flank leader has martial 12+) and less than 20 % light infantry (avoids shieldwall).
A mixture of pikemen and heavy infantry is supposed to excel in the melee phase. Only it does not. The problems are advance tactic with -150 % pikemen attack and in forest stand fast tactic with -150 % heavy infantry attack.
Heavy infantry and pikemen do not mix well and they want at least 1 % and less than 20 % archers.
(*)
An argument can be made for pure pikemen or pure heavy infantry if you have an inspiring leader or defensive leader who gives access to a tactic other than generic skirmish.
So much for tactics. The thread is supposed to be about historical influences.
Edit:
Added to horse archers.