I had my GA right after switching to Monarchy because my Hanging Garden (prebuilt) completed the turn after I switched - combined with the Colossus, I spent my GA cranking out units for war with Persia and building up my ex-Roman towns.
Those two horsemen are the only two that aren't knights already - they're just there for the Military Police effect until the wonder is complete, which is why I haven't spent the 160gold to upgrade them.
They're just equestrian cops.
I still have
all of Greece to conquer on my continent, so it sounds like Sun Tzu's is the way to go.
Thanks for the quick reply!