Weren't they already being used as auxiliaries in Roman Britain anyways? Hence the "dragon" and "wyvern" symbols.
The dragon standard may have been Sarmatian in origin, but by the later Roman Empire it had become common enough to lose any particular ethnic association.
Yes, allegedly. Historians argue, that the legend of King Arthur and his knights could have originated from a Sarmartian Cavalry Auxilliary in Britain.
Scholarly flights of fancy notwithstanding, there's no evidence whatsoever that Arthur had anything to do with Sarmatians. Aside from anything else, the chronology's all wrong: the original sources all place Arthur's career a couple of generations after the Romans left, when there would have been no auxiliaries, Sarmatian or otherwise, left for him to command.
Plus, the whole thesis is completely superfluous. Mediaeval troubadours tended to imagine famous leaders of the past as being just like contemporary feudal monarchs, and the reason Arthur was given a retinue of famous knights was simply that kings in the middle ages all had retinues of knights, so of course people imagined Arthur as having one as well. (This sort of anachronism is found in lots of works about lots of people, which is why characters as far back as Hector were portrayed like mediaeval knights, with coats-of-arms, plate armour, and so forth.) There's simply no need to posit a Sarmatian origin for Arthur's knights.