Lamellar armour, though made from boiled leather, is actually one of the most common types of armour found in steppe cultures. It would have been more common in temperate climates, as well, due to accessibility of the material and the cost efficiency, but the leather would start to rot under continued exposure to wet climates, so the principle kept to hotter climate regions.
Apart from that, any sort of armour apart from full plate would be feasible in steppe climates, seeing how scale and maille are equally represented in those areas.
Apart from that, steppes aren't always "that" hot, mind you. Mongolians come from a steppe background and they traditionally wear very thick clothing to resist the cold winds.