All 3 nations had catas prior to game's start. As the game continues, the cataphracts undergo some evolution of their own.
Massagetai, (which are a saka ethnicity) even had barded horses a lot earlier. The proto-catas are theirs. Alexander almost lost to those "armored" horses and thei armored riders. After Alexander, the trend continued up until games' start.
It wouldn't be an exaggeration that, based on the facts on the ground, in the era of EB the greatest evolution of "horse and rider armor" took place, mostly in the steppes of Central Asia, spearheaded by Baktrians/Sakae/Pahlavi/Hyasdan and finished by Hayasdan/Pahlavi/Kushanas in the first CE centuries. Only two things were created after that, stirrups, and Knight armor. (which many still call an evolution of Lamellar found in Hye sparapet and Grivnavpar). Muslim heavy horse troops and Byzantine Kataphracts look a lot like they could belong in the time of EB.
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