FIRSTLY ABOUT ZOROASTRIANISM BEING INCLUDED IN THE GAME
Anyhow, Zoroastrianism was a very important religion. If take a look on the tech tree, horse riding has lost its importance today. So, Zoroastrianism also lost its influence over the masses, however, it had serious effect on other religions.
But for a more adequete approach (and logically too) the mechanism of the decline of a religion should be included also - let's say, in the game a religion can not be wiped out from a city only thru raizuing the city. In reality, a religion can disappear from a city because of various causes. For example, Nestorian Christian communities disappeared from Central-Asia, just like Buddhism from Afghanistan.
SECOND, ZOROASTRIANISM AND JUDAISM
Let's see the Wikipedia on Judaism:
http://en.wikipedia.org/wiki/Judaism#Origins
"Most agree that the people who formed the nation of Israel during the First Temple era had origins in Mesopotamia and in Egypt, although some question whether any or all of their ancestors had been slaves in Egypt. Many suggest that during the First Temple period, the people of Israel were henotheists, that is, they believed that each nation had its own god, but that their god was superior to other gods.[21][22] Some suggest that strict monotheism developed during the Babylonian Exile, perhaps in reaction to Zoroastrian dualism.[23]
In this view, it was only by the Hellenic period that most Jews came to believe that their God was the only God (and thus, the God of everyone), and that the record of His revelation (the Torah) contained within it universal truths.
The origins of Yahweh himself may be rooted in earlier Canaanite religion, which was centered on a pantheon of gods much like the Greek pantheon.
The worship of the god known as Yahweh, not originally a Canaanite god, was probably developed in south of the Levantine region, in Midian [28] and brought to the region of the Levant by a group of nomads from the south (slaves from Egypt, according to biblical tradition). The foreign god Yahweh is believed to have become amalgamated with the native god El and taken on many of his characteristics: an aged god; a wise god; even the creator god [29]. "
So, the Old Testament's most books were written in a retrospective way.
Judaism was affected heavily by Zoroastrianism.
The concepts of angel, saviour, last judgement, structured afterlife etc were taken from Zoroastrianism
So that's it, no one has to create a fabricated past back to creation of the World if he/she is satisfied with his real past, and with the present and possible future.