For the sake of historical accuracy, maybe Pahlava should not build advance cities in the Steppe. Well, however, from archeological findings, at least Khiva and Nisa have been built into advanced cities. You can check here:
http://www.parthia.com/nisa/default.htm
ADD: How about Antiocheia-Margiane, Chach, Marakanda, Kophen and Baktra? Those were developed cities at that time. But those not have Pahlavahome resource. If you destroy former gov building, then it cannot be developed further. Not even stone wall can be built. In this case, Gov1 of Baktria (Patris Baktria) will be handy. And those case are applied to the cities in India too (Takshashila, Opiana, Patala)....
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