The Huns are NOT meant to be early European. They are meant to be Attila’s Huns, maybe the nomadic Avars, but with a really poor architecture set. If A nomad set was ever introduced they could be given that.
I say Persians should also get them alongside Huns and (maybe) Magyars. The Sasanid empire spanned from Middle East to Central Asia and overlapped with the steppe regions. Their armies also heavily consisted of cavalry and cavalry archers.
Paladin is already a huge investment upgrade (1300 Food, 750 Gold). Another upgrade on top of it would make it prohibitevely expensive, for such a minor stat boos as it would have to be for balance reasons (Paladin is already the strongest melee baseline unit in the game).
Steppe Lancers on Mongols at least has some flavour, since Mongols were the most famous stepparian people in History, and their Stables were not exactly great before the Steppe Lancer.
Huns, on the other hand, have FU Paladins, Hussars and Tarkans. Their UU makes sure they do not ever have to make Rams, since in groups, it brings buildings down fast.
Huns are one the best developed AoC civs, and do not ned any updates.
Persians have Longswordsmen because they are the Csatle Age upgrade to the most basic unit in the game, and the original devs did not want them to just have Militia or Men-at-Arms, as that would be very bad against Feudal rushes.