The centaur race is a race born for war.
This can be glimpsed from their body structure.
The upper body retains the flexible arms and clear mind of humans as well as a strong chest and rib cage while the horse body of the lower body gives them powerful mobility and large weight allowing them to have a deeper and more stable center of gravity closer to the ground enabling them to easily carry heavier equipment and more luggage.
Such a body structure makes them unsuitable for working on the ground and inconvenient for handicraft manufacturing. The only thing they excel at is charging and killing.
Therefore centaur knights have always been a rather elite existence in the Demon Lord's army throughout the ages. They often wear heavy armor covering their human and horse bodies and use horse bows and long spears as weapons. Ordinary humans don't even need to use weapons. Just by colliding they can make them spit blood and tear their bodies apart.