Compared to an Archer, the Saka Horse Archer has the exact same Ranged Strength and Combat Strength, but has higher mobility and 1 less Range. Overall, ranged units with 1 Range have very limited scope of use in combat, except for on defense. The purpose of a ranged unit is to focus fire and whittle down enemy units from behind a front line. Ranged units with 1 Range cannot focus fire well and expose themselves with their low Combat Strength to the front line while attacking, making them unreliable since they can be killed off quickly. Also, since Scythia is a pure Domination civilization, there is just no reason for you to play on defense. Things would be slightly better if between the Saka Horse Archer and the Archer, there was only a simple trade-off Range for mobility, but no, the Saka Horse Archer is almost twice as expensive as the Archer to train, and twice as expensive to maintain. If you take into account the fact that you get two of these every time you build one, it is slightly cheaper than an Archer, but will quadruple the maintenance cost. A large number of Saka Horse Archers will create a huge economic burden on your empire, without actually boasting any militaristic prowess on the battlefield. Scythians only have the Kurgan as an extra source of income to maintain a large army, and the Gold bonus of a Kurgan is pathetic, and it is not the type of tile improvement you want to put down everywhere unless you are going for a Religious Victory. This unit is not the backbone in a strong Scythian army, and you should only build this unit only once for Era Scores, and then kill both copies you have to save your Gold, as this unit is definitely not worth the high investment. Archers will be slightly slower than your army of Horsemen, but they can fulfill the exact same job, if not much better with their long Range, for a much lower cost.
The term “Saka” may refer to the Persian and Sanskrit word for the Scythians, or it may refer to a specific tribe among those horse-barbarians to the north of Assyria. Most of the confusion seems to be the ambiguous usage of Saka among the ancient “historians” – Herodotus, Strabo, Pliny the Elder, and that lot. Herodotus states that the Saka were horse archers, riding without saddles or stirrups, and distinguished by wearing quilted trousers, open tunics and “high caps tapering to a point and stiffly upright.” These horse archers were feared in the open, mostly for harassing a moving column or raiding the baggage trains, but not very good in a stand-up fight. As Alexander the Great had shown at the battle of Jaxartes (329 BC) the Saka had no staying power, and could be readily driven off by massed infantry in depth supported by ample numbers of foot archers, whose greater range and rate of fire gave them a distinct advantage over the mounted ones.