Because Bangs was a member of the 12th MSM Cavalry on that day. On that very same day, coincidentally, the structure of the entire Missouri State Militia was dismantled and reformed. When the MSM was originally created towards the end of 1861 there were no limits put on recruitment, and in quick order 14 regiments, 3 independent battalions, 2 independent batteries of artillery, 1 independent company of cavalry, 1 independent company of infantry, and 1 independent company of sappers and miners were formed.
And within this vast array of militia units, there were over 13,000 troops, ranging in age from teenagers to men in their 50s. This all was costing a fortune to maintain and equip, all of which was being borne by the state of Missouri with no assistance from the federal government.
So the state took a carving knife to the whole shebang--got rid of the independent outfits along with five entire regiments of cavalry. Pared the number of cavalry down to just 9 regiments. Kicked out large numbers of old men and slackers from every unit that existed, took the more qualified men and inserted them in the remaining units, and along the way consolidated entire companies of picked men into those consolidated regiments.
During the course of all this, the 10th MSM, 11th MSM, 12th MSM, 13th MSM, and 14th MSM ceased to exist as entities. The picked men from the 12th MSM Cavalry were distributed among two other MSM regiments, one of which was the 5th MSM Cavalry. So Bangs served in both the 12th MSM Cavalry, and the 5th MSM Cavalry. The company he commanded was the very same company in both regiments.
And, by coincidence, this all became official on the same day as the McGee Massacre.
Since you are researching the McGee Massacre, I would recommend you pick up a copy of my book on Sam Hildebrand. It's a a reprinted edition of Hildebrand's original autobiography, but my very in-depth annotations come close to doubling it in size. In my annotations I dive pretty deep into the McGee Massacre.