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Edit: Any unit with a melee attack can take a city so long as it uses its melee attack to do so.
edit: never mind, think i found it.
Gamers have a justified expectation that the simulation will not violate historical reality too greatly. The game does present itself as quasi-historical, and correspondence of its mechanics to reality is important to making the game more intuitive. The game has so many mechanics that having as many of them be as intuitive as possible is important to letting new players learn the game by playing, without having to first memorize the Civilopedia and the Civ Wiki.
In this case, though, I don't fault the design for departure from intuitive play. After all, your archers and horse archers can fire at targets from what is, in real world terms, a hundred miles away. Combat is clearly highly abstracted to let there be ranged attacks at all in the game. The designers wanted there to be both ranged and melee attacks in the game to make combat more involved, and to actually simulate reality better, but only if you accept the rather ridiculous distances involved as a compromise with the real world being simulated.
To preserve the distinction between ranged and melee attacks, the design only allows units with melee attacks to enter defended tiles, if they destroy the defender of course. The Mongols you cite observed the same distinction. While their field armies were often almost entirely cavalry, they brought infantry and siege weapons to sieges. Even within their almost all-cavalry field armies, only some were horse archers, and most were heavy and light melee cavalry. In the game, heavy and light cavalry also could have taken the city in question, you didn't need to wait on the scout. The Scythians get to spawn horsemen as well as their horse archers, so even one of those on hand would have avoided the delay you stumbled into
It's a complex game, and the variance of its mechanics from some idea drawn from our understanding of history of what those mechanics should be to simulate reality, often creates little hiccups such as the one you describe. The game has a learning curve. I wish the situation you describe had been the worst nasty little surprise I had experienced in my learning curve.
At no point did anyone every capture cities with purely ranged forces. Your fast mobile units for capturing cities are cavalry or heavy cavalry.