Lancer actually appears to have a very different role in combat than Cataphract. Cata seems to be a much more straight up offense class for getting in quickly, dealing a decent amount of damage, and having the persistent speed from trot to stick to someone, while Lancer seems like more of a frontline utility class since it has no strictly damaging abilities, all of its skills are focused around breaking through enemy lines and creating chaos by wrecking magic and even shoving people off their mounts.
Obviously you could go Cata->Lancer and I’m sure it’d work out fine, but I don’t think you strictly have to go Lancer if you go Cata, nor do you have to go Cata before Lancer. A Catagoon build still makes perfect sense for all out offense, while Lancer I could actually see being used with Rodelero and Corsair, for example, to be the ultimate nuisance. Cata also remains a viable PVE class (at least as viable as Swordsman PVE classes get), while Lancer really seems to ONLY exist for PVP, and in particular GVG.
I’m actually considering Lancer for my Corsair3’s rank 8 but a lot of that comes down to the fact that nothing else makes much sense. Hopefully they make pistol shot usable while mounted.