The auxiliaries also provided cavalry, although these were often not very well-trained. Armed with throwing javelins, they could be used to pressure an enemy, or chase off their skirmishers, but were largely useless in an actual battle.
The Pilum is good, but your information on auxillary cavalry is all wrong. They recieved alot of training, they wore chain mail, and they usually fought with a lance or a gladius. They were used more often than the Roman Alas and were excellent quick-response frontier defense force.