Because historically that is the situation in the far east? It wasn't a bunch of Han mandarins or Joeson yangbans living nomadically raiding the border villages on horseback. It was mongols and jurchens.
And even if we go full European setting, we're still dealing with Huns, Turks, and Mongols again.
They're depicted that way because that's who lived that way and so the shared image is them. It makes no sense to depict them differently.

why does every savages are always Mongolian?????