Fair enough. I admit I haven't played the game, so my thoughts may be readily discounted. As for the elephants, as they were one of the distinctive features of Sassanid armies, and at least one area in which they differed from Byzantines, I would have thought the option should be available, at any rate. The term skirmish is, in any case, very fluid, and in the case of Saga, it's certainly not on a one model = one man / beast level, at least not exclusively so.
Of course, as I have already admitted, my opinions may be so much pachyderm poo, so feel free to treat them as such.