Because the trapezus empire was an empire just for the name, and for it the duchy title is enough. 
Nikaea empire never existed, because was nothing but the roman empire with another capital city.
The area where now there is a claimable kingdom of Cuman havent any "real" historical option for a kingdom name, but the region is too large to not assign it to a claimable title. From this point of view, I think it is just a matter of "cosmetic": IMHO, kingdom of Cuman do not means nothing... why a christian ruler want call himself king of a pagan barbaric people tradition?
Khazaria was used during and some time after the fall of the khazar khaganate (happened just before the CK timeframe... 1016).
Just my opinion.
Nikaea empire never existed, because was nothing but the roman empire with another capital city.
The area where now there is a claimable kingdom of Cuman havent any "real" historical option for a kingdom name, but the region is too large to not assign it to a claimable title. From this point of view, I think it is just a matter of "cosmetic": IMHO, kingdom of Cuman do not means nothing... why a christian ruler want call himself king of a pagan barbaric people tradition?
Khazaria was used during and some time after the fall of the khazar khaganate (happened just before the CK timeframe... 1016).
Just my opinion.
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