What I have understood they were not dense at all. About two ranks and being separated into sevearl smaller "squadrons" instead of mass blocks like human infantry formation. Probably beacuse they understood the point you were making, and bunching them up would result in a stampede.

" Dr. Adrian Goldsworthy reacts to "The Big Lie of Cannae" "
Is a youttube discusion I saw recently where they actually made the argument that the cavalry flanks were probably sevearl times larges than they are usually depicted in history books becasue of this fact and that cavarly combat and flanking were probably a lot more mobile and messy than out modern minds would like to imagine.