Helmut and Jurgen come at the same problem (the obsolesence of the traditional cavalry) with very different perspectives.
Helmut hopes for new and unknown possibilities following military reforms. She thinks that the cavalry might be abolished, so she andJurgen will have to serve a different battlefield role or otherwise quit the military. She hopes for the possibility to quit disguising as a man, and she wants to find something new. She is already quickly applying the things she has learned to help achieve those reforms, such as convincing people based on their sense of profit, using rail transport for horses, and changing the role of her cavalry to avoid the meatgrinder.
Jurgen, on the other hand, doesn't have any vision of the future. He thinks that if the cavalry are abolished, then he will lose his position and value. He hasn't imagined doing anything else with his life or his future, which makes him feel hopeless. His view might a product of martial noble tradition, especially if he's the second or younger son of his family, because he would need a military job or achievements to make up for a smaller inheritance, etc. So far, he's only thought about the things that he won't be able to do anymore, such as lead decisive charges, or protect Helmut in combat, or y'know, survive enough cavalry battles to make a career.