The source is AoE2. In that game they gave Mali a unit called the Gbeto which was the precursor to the Dahomey Amazons. They are actually from Benin not Mali, but in the days of AoE2 they didn’t care so much about that. And since the devs are set on replicating all the worst aspects of AoE2 (such as javelins somehow beating archers) they just copied that.