This perspective is actually erroneous...
Isaiah 44:28 refers to Cyrus as the Messiah and seems to be the catalyst for accepting Zoroastrian notions...
Isaiah 45:1 is even more explicit because he is called the anointed one... which is the translation of Messiah or Christ.
Certainly, we are to see the Jews place Cyrus in a very high place, and it has already been pointed out that Daniel got his wisdom from Zoroastrians which was the faith of Cyrus.
Of course, Alexander would topple Cyrus' offspring, and the message of Jesus echoes the Hellenistic culture more in many ways, along with the Egyptian which he also conquered.
I find all this interesting, but a strictly biblical interpretation is somewhat flawed.