That is quite interesting, Lars, but I don't think the historical references explain the in-game behavior in this particular case.
The way protectorates are implemented in the game does not lend itself well to joint custody. This sounds more like a bug than a feature working-as-designed. I would check your Financial tab for diplomacy income and try to determine if you are still actually receiving tribute from them. But my guess would be that the game is probably treating Scythia as a protectorate of whichever nation subjugated it most recently.
Bookmarks