Wouldn't integration push us over our Martial cap? Just how much Martial do the Stallions have?
I would rather build trails to them, on the whole, followed by a building, eg Saltern. For multiple reasons: roads are cheap in the short term, so we can do them while saving up for other things. They will push our road building tech along (less Cent boost would be great). They will help us administer the Stallions, in whatever form they take, March or province. And not least, I don't specifically mind the Stallions having a more military culture - after all, they're our shield against the nomads, it's inevitable and probably helpful - so long as they still feel that they're part of the People. So I'd rather focus efforts on building connections, rather than trying to erase the differences.
Plus, I'd rather propagate than integrate, to take more land and retain our March, and propagation probably won't help with cultural divide, so we need some other way to keep them as happy citizens.
ETA The Stallions would likely enjoy the Games.