I don't know that the raids by steppe cultures produced Cataphracts more that being close to steppes maybe got more and cheaper horses. Cataphracts were too heavy to chase steppe nomads, the whole point is to be heavy enough to break infantry formations. Heavy lancers and other light cavalry usually used to counter steppe horse archers. Also the economics to produce Cataphracts were usually complicated and those types of units depended alot on certain type of economic relationships.

I'd say more that more asian cultures were cavalry reliant rather than infantry reliant like Greeks and Romans were for so long.