Why was Sergius called Don Quixote by the fugitive in Arms and the Man?

The fugitive soldier of the defeated Serbian artillery, Bluntschli, who took shelter in Raina's bed-chamber, called the victorious Bulgarian war-hero, Sergius Saranoff, 'a Don Quixote charging at the wind-mills'. It was intended to undercut Sergius's victory at the battle of Slivnitza and to mock at Sergius's absurdly ludicrous act of heroism in battle. Sergius simply fought the battle in a wrong way and still managed to win it.

Don Quixote, the farcical protagonist of Cervantes's famous romance, donned the garb of a knight errant, and went out on chivalrous missions, with his servant, Sancho Panza. The old, tall, thin knight charging at the windmills was a parody of chivalry, one of his many imaginary attacks at the enemies. Sergius was called Don Quixote because he chose to lead the Bulgarian cavalry-charge against the Serbian artillery which was a Quixotic mission. If the artillery were not short of the right kind of ammunition, the cavalry would have been turned into pieces. Sergius was absurdly romantic, not knowing the realities of war, and so he could initiate such a foolish venture. He knew nothing of professional soldiering, and his ignorance fortified him with foolhardiness; he made the charge and won the battle by fluke. Bluntschli did not know that Raina was betrothed to that 'hero of Slivnitza' and he therefore presented Sergius in farcical light before Raina.