The steppes were not politically or socially stagnant, and Genghis Khan, had he been born in 20 AD, would not have been able to create the Mongol empire any more than Napoleon could have founded the First French Empire by being born in Carolingian times.
Following the thesis of Nicola di Cosmo, we see a progression in the way (eastern) steppe peoples obtained revenue from the sedentary peoples around them. The first stage, followed by the very first genuine steppe empires like that of the Xiongnu, is the "Tribute Empire" stage, in which the nomadic peoples simply extorted tribute from sedentary powers around them like the Han.
Beginning in the 6th century with the victory of Bumin Qaghan over the Rourans, "Trade-and-Tribute Empires," with a special focus on control over overland trade revenue as well as extorting tribute, became dominant on the steppes. These included the Turks, Khazaria, or the Uyghurs.
The rise of the Khitans initiated the beginning of "Dual-Administration Empires," which, for virtually the first time, began politically uniting steppe and sown under a single emperor, albeit with markedly different administrative protocols. These states included the Liao, the Jin, and the early Mongols, and if we're stretching definitions a little, arguably the Seljuks as well.
The establishment of the Yuan, in Cosmo's schema, marks the rise of "Direct Taxation Empires." The single most successful example of these was, of course, the Manchu Qing.
So to create a Mongol empire in AD 20 ignores quite a lot of political development in Inner Eurasia, including skipping over the entire Trade-and-Tribute phase.