There are so many similarities between the Armenian language and Iranian languages, and only during the 1850s or so was it ascertained that they're two different subsets of the IE languages.
Today, we believe that ancient Iranian tribes lived in Southern Ukraine and named the Dniper and Dniester rivers, since the etymology of those rivers are actually Iranian.
We know that the Alani and Roxalani were Iranian tribes who migrated to the Western parts of the Roman Empire, and even settled in Lisbon, Portugal. There is a church there called "Alanquer" which means "Alan Church" or "Church of the Alans."
Finally, there were Sarmatians in the Roman Empire, and they were an Iranian speaking people.
However, what is the certainty that these 3 cases of history were NOT Armenians? After all, Armenia is actually physically closer to the Roman Empire than the Iranian speaking lands.
Could you explain a bit more the similarities you see between Armenian and Iranian?
First, I don't think it's remarkable that it was only in the 1850s that people "ascertained that they're two different subsets of the IE languages." Indo-European linguistics really only got off the ground as a science with the Neogrammarians in the late 19th century--before then, we had no idea what was related to what, not really.
That said, I think what might have misled you a bit about the relationship between Armenian and Iranian is the history of Persian domination of Armenian-speakers. This led to a large influx of borrowed words--according to Fortson (2004) we have only about 450 words of early attested Armenian that were inherited from Indo-European, and these are sort of famously complicated--for instance, the descendant of PIE *dw- 'two' in Armenian is erku--compare English two, Russian dva, Spanish dos, etc. We have evidence in other words of *w changing to /k/, and it seems that the /r/ is a rhotacized outcome of *d, and the /e/ is a vowel tacked on to the front to aid in pronunciation. Believe it or not, there are a decent number of Armenian words with /rk/ in them that we can relate to PIE *dw. We see absolutely nothing like this in Iranian languages, and Armenian has unique enough sound changes that you can be sure linguists haven't mistaken groups of ancient Armenians for Iranians.