The problem that Aeryon is thinking is about a city.
Mayeux had been thinking to create a city here. At first Aeryon does not believe it could work because they live in the Steppe.
But then Mayeux reminded him that their tribe is not that far away from Nurshira. And only then he remembers. This is not the Great Steppe of his world. The border of Nurshira is not separated by thousands of miles of dessert.
Instead, if he wanted to come to Nurshira, he simply could ride his horse and in just a few days, he would be there.
Only then he recognizes that he treated the Great Steppe like the Mongolian Steppe of his world and so he seems to ignore the fact that they are very close with Nurshira.
It is possible to create even stone castles like in Yan.