I totally agree with you that it is nonsense to classify heterogenous nomadic confederations in Asia as "one particular ethnic group". The Huns, the Hephthalites, the Rouran, and even the Turks and Mongols were coalitions of a bunch of different nomadic tribes of all kinds of origins - from Indo-Iranian Scythians to Siberian proto-Altaics. Yet, we have to have SOME standard in here. And the best way to do that is to stick to authoritative sources. 
 The EI and EIr are collections of major sources and quotes; both Ei and EIr make clear that neather the Chionites nor the Hephthalites (or Gök-Turks) were homogenous. As for the Hephthalites, the usage of Mongolian and Turkic titles (such as Khaqan) is attested in the scripts of Bactria. Yet, the ruling elite was most probable of Eastern Iranian origin. That's why Chinese sources, such as the "Pey-Shi" considered them members of the "Yüe-Chi", who were Indo-European Tocharians. We can't just assume certain origins because of some royal titles. Not everyone who used the title "Khaqan" was automatically a Turk or Mongol. The best example for this is the Indo-European title "Yabghu" (probably from Tocharian or Iranian) whi was almost exclusively used by Non-Indo-European Turks. Now, we can assume that - at some point in history - the early Turks were ruled by an Indo-European-speaking elite (probably Tocharian or Iranian Scythian), but this is not enough to call the early Turks a "mix of Indo-European and Altaic peoples" (see Turkic peoples). 
 I hope you understand.