The problem with Saka and Sauromatae are not the armies themselfes wich are composed of powerfull units, but the distances and poverty... even with full cavalry armies, it takes many turns to journey from one settlement to another, debt is going to be very great. Also, starting provinces are very, very poor. Not to mention that making a siege is very hard when you have no infantry in the begining.

I guess that their starting armies should have lower upkeep, this would be historically accurate. It would be then almost like a hord in BI