I have to go with Kadzik on this one.
It might be a case of figures being made to little purpose. In skirmish games Cossacks might dismount to pillage and the like, so for that figures might be needed, but otherwise they fight exclusively mounted. They were cavalry not 17C dragoons. I remember buying lots of Foundry dismounted hussars (SYW) thinking how useful they would be (Prussians being particularly short of light infantry). After doing some reading, and not being a skirmish gamer, I put them on ebay to cut my losses - they didn't dismount in field battles either.