Although Scyths did fight against Macedonians during the reigns of Philip II and Alexander the Great, as well as took part in (possibly with Sarmatians) a civil war in the Bosporan Kingdom in late 4th century BC, the 3rd century was to mark a period of steady decine to them. When the game starts, Sarmatians have started/are starting to cross the Don in large numbers and the Scyths have no option but to move along.
So the game basically begins in period of twilight of Scyths and dawn for Sarmatians. In that situaton, if you need to pick a either one, I'd pick Sarmatians and make Scyth provinces grey, even if it would be nice to see 1-2 province Scythia in Bessarabia/Crimea.
Anyway it's not like there was much difference between the two peoples. For all I know, they both were Indo-European, they were both nomads, they both had similar costume of dress, they both buried their dead in burial mounds, and worshipped swords struck in ground (Herodotus calls those sword-in-the-ground mounds as shrines to Mars, in his typical fashion). The most important difference would be that Scythians had simply lived longer in closer touch with civilized world.
But definetly, Scythian glory days of raiding ancient middle east, nearly pillaging Egypt, and sacking Niniveh are ancient history by 280BC.