edit: My title should have said, "Why was Moscow/Russia the first sedentary nation to conquer the Steppe?"
In The Russian Steppe Frontier, the author Michael Khodarkovsky says that Russia conquered the Steppe by using clever economic/trade policies that created a cycle of dependency. He describes the process as:
Russia uses trade and tribute to dissuade nomads from raiding the frontier
Russia favors pro-Russian Khans and Begs which divides internal loyalties.
Russia built fortification lines that hemmed-in and impoverished their Steppe neighbors, making them more reliant on Russian trade and tribute.
If this is how Russia conquered the Steppe, why had no other nation done it before? Couldn't the various Chinese or Persian dynasties have conquered the Steppe the same way? Why do a lot of people credit firearms to defeating Eurasian nomads instead of Russia's policies?
Other nations had used these exact tactics before.
Generally, these were the tactics used by many Chinese empires, dynasties and nations to try to manage the threat from the Steppes.
They used trade and tribute.
They used 'divide and disrupt', trying to keep the Steppe tribes disunited and in conflict with one another.
They built fortification lines to hem in the Steppe tribes, such as the great wall of China.
These tactics worked most of the time. However, in the pre-gunpowder era, they did not work all the time. If a leader arose who managed to unite sufficient of the Steppe peoples, the extremely mobile and deadly Steppe armies could and did defeat sedentary powers. This happened multiple times.
The reason why people credit firearms with defeating Steppe nomads, is that when firearms are added to the previous three tactics which you mentioned, then the balance shifts and the Steppe nomads can be contained and defeated (although it took the Russians about 300 years).
Firearms shifted the balance in several main ways:
First, forts protected by firearms (especially cannon) are very hard to defeat unless you have cannon of your own.
Second, sedentary people armed with muskets are much more equal fighters to Steppe people (even if they also have firearms) than sedentary infantry armed with spears or crude bows which they are not expert at using are when compared to Steppe nomads who are expert horsemen armed with powerful bows which they use constantly.
Third, even though most Steppe Nomads (certainly those facing the Russians) managed to acquire firearms of their own (generally from their Turkish allies), the need to drag heavy cannon across the steppes, and maintain long supply lines to re-supply ammunition greatly reduced the advantage of extreme self sufficient mobility which Steppe Nomads had enjoyed in the pre-gunpowder era.