When we look at our own early tradition we see that even after “settling” in India, the Arya-s were not comfortable with large-scale urbanity – this is reflected even in the rAmAyaNa & mahAbhArata – eventually the Arya-s of India came around to go urban. I think the evidence is strongly in favor of the Iranics as a group being even less inclined to total urbanity. The nature of their “post-invasion” domain retained the straddling of the steppe-land on 1 side and West Asian urbanity on the other. It does seem that even the foundation of their first major empire – the hAkamAnashiya, was based on a steppe military core – the kuru-kamboja – which was likely related to the eponymous military core that led to the Arya unified empire in India that is remembered in the late veda & emulated subsequently by the pANDu-s of the mahAbhArata.
After the destruction of the hAkamAnashiya by Alex of Macedon, we see the heroic Iranian struggle under spitAmenes, the descendant of Zarathustra, again being backed by the military of the steppe Iranians.
Then the revival of the Iranian empire under the Parthians was again literally done on the backs of the horses from the eastern reaches, i.e. the steppe. Then coming to the Sassanians we have acknowledge the symbiosis with the Eastern Steppe Iranics like the shaka & kuShANa.