Ancient Judaism was very much a polytheistic (in the literal sense) religion. It acknowledged the gods of Egypt as gods, only lesser gods because the Lord was the first and supreme deity. Over the course of the millenia, Judaism and Christianity have been deemed "monotheistic" religions, which in the case of Christianity is moderately hilarious: the basic tenets of Christianity are either a dualism (Father and Son) or tritheistic (Father, Son, Holy Ghost), or (to be fair) for Catholicism multi-theistic (Father, Son, Holy Ghost, Saints and Angels- which are pseudo-deities capable of intercession)!
I don't want to drive this thread off-topic, but the Nicene Creed specifically states the Caholic stance on homoousious, or of the same substance. In a nutshell, explaining this is the Holy Trinity is three beings, of the same substance, worshipped and perform the same functions. It is not Polytheistic because God, Jesus, and the Holy Spirit are the same. The angels (including saints) can be prayed to in order for them to relay your message to God. They do not perform any specific functions that would make them "pseudo-deities" other than relaying. What I'm trying to say is there is no benefit to praying to a saint or good family member over God, for instance, other than it might bring you more comfort seeing as you share a more "personal" relation with them. (I don't want to argue with you and dilute this thread, so if you do reply to this I'll probably PM reply you. Sorry guys.)
As for Zoroastrianism, one possible reason why it is not included in the game is the simple fact that it has not stood the test of time. As one Jewish High Priest said, leave the religion and if it is of human origin it will destroy itself. Granted, that's not a direct quote but you get the idea. For instance, let's give a numerical breakdown of each religion included in-game, compared to Zoroastrianism.
Zoroastrianism:
200,000 worldwide, concentrated in India and Iran
Buddhism:
350 million adherents worldwide, originated in India and spread worldwide
Christianity:
1.5-2.1 billion adherents worldwide, originated in Fertile Crescent and spread
Judaism:
13.2 million people, around half in Israel, half in exile, or Diaspora.
Confucianism: hard to find numbers, not many practice it today as a religion in China because of cultural revolutions started by the government, however it is very popular as a philosophical system.
Hinduism: the oldest major world religion, there are still
793 million worldwide
Islam:
1-1.8 billion adherents worldwide, spread
Taoism: it is very difficult to give exact numbers of believers, however there are
1,600 Taoist temples in China, with 26,000 priests and nuns within them.
Zarathustranism is the first and oldest Monotheistic religion in the world, which influenced later Judaism, Christianity and Islam.
Even Zoroastrianism achieved, to some degree, that same sense of syncretism that you are saying makes it so important. As the religion developed, it incorporated several Jewish, Muslim, and Christian beliefs, such as that evil was created by God as good and turned against him. Granted, this is a relatively modern advancement aided by Protestants, but it shows that the influence was not all too great and the Abrahamic religions did not derive directly from it. Rather, like in Civilization IV, Judaism first developed with Abraham, who led his people away from the polytheistic paganism surrounding them. Abraham was a polytheist, not a Zoroastrian.