Never really tried a Scythian campaign. If it is same level building to build Noble Women vs Noble Archers, yeah, why would you want Noble Women (unless they cost enough less to make it a factor). It actually makes sense that the Cats got wasted by the HHM. HHM are light cav, so not much armour, and AP. Cats have a low enough attack so that they won't do too much against the HHM, and with not much armour, the maces of the Cats (I never see them use them anyway) won't do much either. Scythia looks like another faction that you would forget about their infantry. That said, at least they have a good foot archer unit who can stand in as decent infantry and good melee cav, so you would not have to totally abandon conventional playing if you did not want to.
I ran a battle trying out Cataphract Camels vs Cappadocian Cav, and the Camels wasted the Cappadocians. The camels carry maces as well, Cappadocians carry swords for when they do go to the secondary. I am getting tempted to try Parthia out again.
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