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Honestly I don't think its intended role in the game is necessarily as anti-cavalry especially since lancers themselves generally don't do well against cavalry outside of a charge.
I think it is mainly meant for its movement (they actually do quite well at flanking cannon). The anti-cav bonus seems to me to distinguish it from the knight to be a "proper" advancement in tech. In other words, "If I need movement why don't I just keep using knights?" The answer being this knight also has a bonus against other knights, so an army using the more advanced lancer has the edge over the previous era knight. As for why pike ~> lancer instead of knight ~> lancer, dunno. Perhaps the upgrade would come too soon for knights and also they wanted to do something with the pike upgrade line.
Of course this doesn't answer the awkward way the unit is implemented and its upgrade path. Going from 2 move anti-cav through fortification to 4 move pure offensive flank unit then eventually back to a 2 move anti-tank fortification unit and then finally to yet another 6 move offensive unit. It is like they tried to combine two upgrade paths into one.
This is an old topic which has been discussed countless times. My own personal suggestion was to simply have pikes upgrade into muskets since, despite having the anti-cav bonus, pikes in gameplay terms function as swords when you have no iron. Fortified meatshields to block zone of control. Muskets and beyond maintain that same function, so it makes more sense for pikes to upgrade into that.
And then have an entire light cav unit line. Units which don't do as well in straight up combat compared heavy cav but come with other perks to compmensate. Lancers could fit here, and also an additional unit of a light track vehicle or whatever, as well as the already in-game heli.
And finally have anti-tank guns as a new, separate unit similar to ground-to-air units.
So in short: pikes ~> muskets, a separate light cav unit line, and anti-tank guns as a separate unit.
Also I think you are playing a mod because knights aren't supposed to upgrade into muskets.
I'm just going off of memory so it stands to reason i am wrong about knights going to musketmen. longswordsmen to musketmen make more sense but i see how it would be more practical for knights to upgrade into lances as this is historically accurate rather than lances being their own units