The Sarmatians were sent to serve up along Hadrian's Wall, which meant that they were used patroling the hills to the North of the Wall. This would actually have been good country fro heavy cavalry as it would have been mostly the rolling hills and the coastal plain of the Scottish Lowlands. It is known that the Sarmatians had a very strong influence on the heavy cavalry that developed in the later Roman Empire, especially during the Dominate Period of Diocletian's reign and on to the end in the West with its highly mobile Field Armies. When the Magister Militum, Count Theodosius, came to Britain in 364CE to deal with the "Barbarian Conspiracy", he brought a Field Army with him, including the cataphracti which were the heavy armored cavalry based upon the Sarmatian model. In the East, where they were based upon a Parthian/Persian model, they were called clibanarii. A clibanum, from which the term, clibanarius, came, was an iron oven and if you consider what it must have been like to wear all of that metal armor in the deserts of the Middle East you will quickly understand the term.
From the above, the tradition of the Sarmatians in Britain and the later appearance of the cataphracti of Theodosius' Field Army, I draw the connection between Arthur's cambrogi or comrades and these heavy cavalry. It was not at all uncommon for leaders to have their own private armies, known as bucellarii in the Late Roman Empire and bukellari to the Byzantines, and to have an elite group of household troops made up of men who were personally oath-sworn to the leader. Such were most likely Arthur's cambrogi, a group of men, bound by oath to Arthur, who were armed, equipped, and trained as heavy cavalry. Consider that the most common placement of Arthur has him in the hills to the East of Wales, tapering down to the Salisbury Plain and to the Moors. In these locations, the use of heavy cavalry against the basically infantry Saxons would have been most effective, especially if backed up by infantry from local petit kings.
I am not asking for mysticism or romanticism here, although I firmly believe that such has a part in the story just as it does in the Illiad and the Odyssey and the Norse sagas. I am talking about either a High King or a war leader who could and did unite the bickering Celto-Roman inheritors of Roman culture in Britain in a final effort to stave off the Teutonic onslaught. History shows that the Teutonic tide was turned back for about 50 years around 500CE and then picked up again and swamped the local peoples to the point that Britannia became Angle-land which became England.