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Are they or aren't they?
One implication to how that question is answered would be whether cavaliers of the same order from very different parts of the world be members of the same organization, or just happen to have cavalier abilities that are mechanically identical? For example, would a Kellid Mammoth Rider and a Lastwall Heavy Cavalryman that are both Order of the Lion Cavaliers recognize the same individual to be the Grand Master of their shared order, or not? Etc.

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Did auto-correct mess up your thread title?
'Cause I'm pretty sure there have been no suggestion that Golarion cavaliers are a bunch of blue rocks.
That's not what I meant by sodality.
Basically, what I'm asking is whether the cavalier Orders exist in-universe as cross-cultural organizations or are they solely rules mechanics representing the shared ethics of otherwise unaffiliated individuals.

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I get the impression it's a bit of each. The Samurai orders are clearly just specific ethos, not formal groups in and of themselves, and there are probably Order of the Dragon Cavaliers the world over...but I suspect that there are several local knightly orders in many places that turn out (or allow membership to) exclusively Cavaliers of a particular Order.