Cavalry is not an upgrade of the Scout. It is a separate unit with more hit points and attack strength (including +5 attack against infantry) than the Scout. Cavalry can be upgraded to Heavy Cavalry. Other cavalry units include the Chariot and War Elephant.
Researching Nobility increases hit points. Toolworking, Metalworking, and Metallurgy increase attack strength. Leather Armor, Scale Armor, and Chain Mail increase armor.