Well, that´s what happens when you advance fast and loot a lot (which I assume you have to). With Pahlava it´s pretty much either blitz or complete disbandment. Just try to prepare for that day when you won´t be able to conquer a settlement every second turn anymore, and have to rely on your own economy.
I did that mistake in my first Saka campaign, thought everything was going great until I decided to settle down and start taking advantage of all those Indo-Sakan units I´d unlocked. With no warbooty, I went bankrupt in 7 turns and had to build my economy while using mini-garrisons to defend against heavy Seleukids counter-attacks. Not best imaginable position.