I actually noticed they do have variety, but their units are based on lances and bodies of men belonging to the same lord. Thus you see differences in helmets and clothing but not shield and tunic colours.
I agree though that unit variety would be good, in real medieval times Lances were small multirole units that split up to join their unit types for battle. A Knight might bring 10 spearmen, 2 crossbowmen and two squires to battle with him. Before battle they would split up and form with their equivalents from other lords. Thus unless the lord was really important, whole units would not have his arms on their shields
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