She gets access to Dark Spike, a fairly powerful Dark Magic Spell that is effective against mounted units, pretty quickly. On top of that, her crest and Magic stat in general are pretty nuts.

TL;DR Death Knight does not have immunity to effective damage and is both anti mounted AND anti armor damage. His RES isn't anything special either so so a magical nuker with an anti Cav spell like Lysithea is a great choice… Granted if she misses she's gonna go poof.