I think most orthodox groups of zoroastrians outright don't, not just because of an ethnic component but because of a religious-philosophical notion that whatever religion you are is what is intended for the world. So it's even less of a missionary religion than Judaism. It's only now-ish that a counter movement from certain groups is forming, as they realize the religion is nearly dead.

Ngl 'iranian' people who are actually canadian or australian seem to nurture the most insane of world views. For one, they like to call themselves persian even though thats kitsch at best and supremacist at worst.