Yeah, but what would catalyse this shift in thought? Ideas don't just randomly generate, especially theological ones. It won't be something as simple as "trade and contact between India and the Roman Empire increases, leading to exchange of ideas". There is compelling reason to believe that the more monist branches of Hindu thought developed entirely in Northern India due to contact with and cultural influence from Islamic kingdoms. Thus, OTL Christianity would be a prerequisite for that train of thought.
As I said earlier, Judaism was at this time very monotheistic, and coexisted in Hellenistic culture just fine without a loss of religious identity. Christianity, an offshoot of Judaism, followed that precedent. For this Polytheistic Christianity concept to work, it'd need some precedent of monism that didn't really exist in common Hellenistic religion. The closest you get is Neo-Platonism, and that didn't come about until around when Pauline Christianity was already on the upswing.
Actually, there is some archaeological evidence that the Judaism in Alexandria near Egypt had some very strange syncretistic forms (temples with both YHWH and ?Egyptian? gods). So there WAS a branch of Judaism that might serve as a basis for this. Of course, this is a couple of hundred years IIRC before Christianity, and probably no longer existed then. Any religion that developped there would be VERY different from Christianity.