Settlements used by semi-pastoralists aren't generally considered cities. This is why we don't find cities prior to ca 3,200 BC. Obviously the use of (temporary) settlements came before a change to an agricultural lifestyle. It is the latter which is the defining 'moment' for cities to be founded. (This also, in part, explains why the late antiquity Huns haven't left any cities.)
So it would be more proper to speak of a Scythian culture (which definitely existed) than a Scythian civilization. This might even apply to the Celts, who definitely had towns and were well on their way to statehood (another defining moment in what is considered a civilization). In short, Civilization uses a bit of a wide, diffuse definition of 'civilization'. Which is perfectly fine for a game.
So it would be more proper to speak of a Scythian culture (which definitely existed) than a Scythian civilization. This might even apply to the Celts, who definitely had towns and were well on their way to statehood (another defining moment in what is considered a civilization). In short, Civilization uses a bit of a wide, diffuse definition of 'civilization'. Which is perfectly fine for a game.