IDK? Running away with their horses? By doing tactical evading fights, which their nomadic culture is great at? Who are being lead by tactical geniuses in the form of 2 heroes?
Since we're fighting in the steppes, all they need to do is come back later to pick up stuff that's strewn all over from the running fight.
For any small engagement we lose, they'll keep the loot.
It's not like it's gonna be a single large fight.
I expect we'll have a series of engagements while we chase them all across the steppe.
Say, they split off some part of their army (lead by 1 hero) to outflank us, and stumble upon a previous engagement site?
Or even, they split into 2 armies. While we fight 1, the other retreats, taking our loot?
IMO, offensive is a bad idea. If possible, I'd just give a token offensive policy to fight just to satisfy the masses.
You do realize they have a huge ballast - loot and prisoners?
And do you expect our victorious people to not pick up the weapons?