"Religion" is a social endeavor, not a school. The concept of religion as a school is very Bahai but not a universal idea. So a "religion" is rather an excuse for people like you and me to share an interest and become friends.
If somebody already preached the truth 3,700 years ago - is it not then the ultimate intellectual and social position to JOIN the train of truth that already exists rather than claim to seek the truth all over again?
If you want take a stance against the stupidities of this world, including the secular and atheist stupidities - is it not then the best position to take a position which PREDATES them all and still has complete and utter credibility today?
That's what I think. And the other Mazdayasni converts I know. You don't have to become a Zoroastrian. Zoroastrians do not believe in any heaven, so they don't missionize. Which is precisely why it is the ultimate "religion" to join. It just makes life easier. So why not???
Of course Zoroastrianism is not more of a religion than Daoism and Buddhism are. It is a philosophical tradition. Actually the opposite of the Platonist tradition which has dominated western thought since the Greeks. The true "Zoroastrian" among the Greeks was instead Heraclitus.