A new paper on Scythians in Science, Ancient genomic time transect from the Central Asian Steppe unravels the history of the Scythians:

The Scythians were a multitude of horse-warrior nomad cultures dwelling in the Eurasian steppe during the first millennium BCE. Because of the lack of first-hand written records, little is known about the origins and relations among the different cultures. To address these questions, we produced genome-wide data for 111 ancient individuals retrieved from 39 archaeological sites from the first millennia BCE and CE across the Central Asian Steppe. We uncovered major admixture events in the Late Bronze Age forming the genetic substratum for two main Iron Age gene-pools emerging around the Altai and the Urals respectively. Their demise was mirrored by new genetic turnovers, linked to the spread of the eastern nomad empires in the first centuries CE. Compared to the high genetic heterogeneity of the past, the homogenization of the present-day Kazakhs gene pool is notable, likely a result of 400 years of strict exogamous social rules.

This follows up on earlier work on Scythians and Sarmatians. The basic finding seems to be that the classical Scythians, an Iranian-speaking nomadic group, had an ethnogenesis in the eastern Kazakh steppe. And, their origins involve the amalgamation of earlier Bronze Age Eurasian pastoralists, probably out of the Indo-Iranian Andronovo horizon societies, with admixture with Bactria-Margiana populations to the south, and East Asian Bronze Age hunter-gatherers and pastoralists, to the east in Mongolia. The Sarmatians, also presumably Iranian-speaking, are somewhat different in that they had less East Asian ancestry, though they too had more Near Eastern ancestry than earlier Indo-Iranian steppe pastoralists.

The whole paper is worth reading. But I think the key thing to note is that Iron Age steppe pastoralists seem to have been much more interconnected with each other and with the world around them than their Bronze Age predecessors. Though there was some gene flow to the steppe from West Asia and elsewhere during the Bronze Age, it was a marginal phenomenon. By the Iron Age, it was ubiquitous. Additionally, there was now structure and connectedness across the steppe.

By the Iron Age the steppe had become an integrated social-political unit.