Yes, SG, but one would have to argue that Zorastrianism is truly monotheistic.
While it definately is now, if one reads the texts literally it is likely that (forgive me I do not really know the proper words) it was polytheistic from the outside (like we percieve Hinduism) but developed a Vedantic-Vaishnavaistic-Shaivistic monotheism (see Patton or Khanam).
Then there is the whole issue of Manichaeism and Mithranisn, both of which (definately polytheistic) brew out of a Zorastrian culture.
Bottom line. Perhaps the Zorastrians who dealt with those in Captivity were strictly monotheistic, perhaps only one was, perhaps some bright Judean invented stricy monotheism on his own after seeing how close The Zoroastrains were.
We do not know, we can only hypothecize.
We really do not know