My suspicion is that both DBMM and DBM before it were not written the way I would choose to write a set of rules.
After initial thought and some general definitions, I would have started with the Quick Reference Sheet and worked outward to the main rules.
I suspect both DBMM and DBM started with the thick text based rule book and then tried to summarise it down to the Quick Reference Chart.
I don't think either approach would have prevent the tactic of facing the knights in the wrong direction, but some of the details might have been streamlined to ease playability. BUT I have not played the rules in anger yet, so may be being unfair.
And I never was a "competition" wargamer. If in doubt, use common sense, physics and (gulp!) history to guide.
Back to the topic, I would view using my Early Imperial Roman (EIR) army against the Alans as a hard challenge to get to grips with, especially as my EIR army is western and so doesn't have any horse archers of its own. Using the Roman Regular's cohesion to prevent being snookered into rash pursuits seems fine, but I'd have to be damned careful to keep my Western-Roman-Sarmatian-Lancers from getting themselves chewed up out of enthusiasm. I've never had the pleasure of using Eastern Roman allies.
Meanwhile, if I were the Alans, I would probably fight a hit and run campaign combined with scorched Earth policy and counter-raids into Roman territory rather than fighting it out in a set piece battle. The Alans have got plenty of stuff to cut up any foolish Roman detachments that get separated from the main body. Also, I would expect the combination of Alan cavalry to beat the rather mundane Roman cavalry. But as I've said elsewhere I'm not a natural cavalry general, and this is based on expectations, not reading of the rules.