[@Aristo]

I'm just writing up a post so I can't focus as much energy as I'd like on your question, but I also don't want you to think I don't care! 

The current Empire of Rhune is bordered on all of it's current sides by mountains, so your steppes could once have been, as you suggest, a part of Rhune until you overran them. The border, as it stands, could now be where the Steppes buttress up into the mountains and the Imperial Fortresses proved to much for the Khan's armies to overcome, hence why we are now trade partners, occasionally allies, and sometimes skirmishing?

Edit: Aaaaaand posted!