Some are more seductive to the human mind than others.
I really don't think we have to universalize it like that. Rather, I think that as societies develop in complexity and geographic reach, the "verities" of everyday life change, and mythic solutions that worked on one scale cease to be adequate on another. This relates to why the "Great Religions" tend to be citified phenomena, appealing to new classes existing in a larger more global context, while the "Old Ways" of the countryside (hence the names, "pagan" and "heathen," both derogatory judgements passed on the rustics by the citified or other cosmopolitan classes, such as traders) persevere until early Modern times, broadly speaking.
I have argued against people taking the latter claim IMHO too far to be sure! While folk wisdom and some diversity of thought outside the centralized zones of power is clearly a thing well into Early Modern and even modern times in Europe, I do think European Christianity as we know it had indeed evolved the ways and means, via syncretism as noted, to reach deep into hearts and minds even in the "pagan" boondocks, or such countrified regimes as the Anglo-Saxons in the Heptarchy would not have been possible to convert at all. The early Anglo-Saxons on the whole, even out in the country, seem to have taken up Christianity with quite a lot of grassroots enthusiasm. This does not contradict either furtive survivals of defiant Germanic paganism among minorities of the grassroots, nor essentially pre-Christian folk practices very lightly "baptized" with a thin patina of Christian framing. But I would guess even outside the noble classes with a lot to lose being caught out of step with the Christian aligned power structure, for every persistent pagan household there would be at least one, and probably in my impression more, peasant households believing themselves to be pretty devout and enlightened Christians, no matter how low a learned cleric would rate their proper grasp of doctrine and dogma and the details of the mythos. That was achieved via pretty adept syncretism indeed; the Christian clerics had little choice but to adapt an originally urbanized and Imperial shaped doctrine to the very rural conditions that incorporated essentially all of the early medieval populations, including the powerful more or less knightly nobility.
I do think there is a grain of truth in the idea that religions evolve and some are, objectively speaking, more "sophisticated" than others, but this is hardly in my view absolute, rather it is relative to new modes of life. From my limited but sometimes directly focused (and moderately sympathetic, as I see it anyway though I'd forgive a reasonable Muslim for shaking their head and insisting I've got some stuff terribly wrong...I hardly am interested in actually converting to Islam, I just have a countersuggestable and humanistically grounded inclination to respect a point of view that commands so many believers and spans so much of major historic actors) studies of Islam, I form the impression that it is very much a religion apt to gratify trading people--as Mohammed certainly was. Various aspects seem liable to assist in forming a global framework in which trade can prosper. It also strikes me as having peculiar cultural resonance for people who live not unlike the Bedouin, and so the general spread into the Saharan peoples and onto the steppes between the great southern mountain ranges of Asia and the taiga-tundra, as well as the arid heartlands of civilization in the Middle East generally, seems to play off of that. But others who live quite differently than the Bedouin adopt Islam as well and I don't doubt it could have spread much farther into Europe if the established Christian churches were not sitting in the way, and made considerable headway in places where that was true.
A while back a member posted several iterative TLs about a Pontic empire forming based on Anatolia, but incorporating Greece as well as being culturally and historically drawn eastward to subsume the typical ranges of a Persian empire. This seemed to me a fertile base for an extrapolation of Zoroastrian concepts to generalize, and that the Hellenistic subjects of this system might be the pioneers here. The general Classical era phenomenon of elites of these cosmopolitan empires becoming Seekers of a new revelation of some kind might have been answered, with the approval of a Pontic dynasty, by proclaiming the Zoroastrian orthodoxy to be a particular instance, founded on particularly Persian pre-existing paganism, of a general revelation of a single fundamental god who manifests in diverse peculiar forms--offering an olive branch as it were to each local pagan pantheon to be reformulated as aspects of Ahura Mazda (that name probably being preferred as the Truest Name of God, though analogous local forms in local languages would also be accepted as meaning the same God). So there would be a Hellenic version reformulating the Olympians. (Quite a moral project, that! But not beyond human ingenuity, the Hellenistics were well on the way toward "rationalizing" the Olympians before abandoning them for Christian and later Islamic "purity"). Perhaps a reformulation Ahurizing as it were northwest Indian pantheons, which would be quite a leap actually as I gather both Iranian and Indian traditions drew on a similar concept of dual pantheons, echoes of which we can see in Hellenic Titans and Olympians, or Nordic pairing of both Valhallic and Vanaheimian "good" gods versus the Titan-like "evil" Jotuns, but chose as it were opposite polarities--Hindu "Devas," related to the root in their name of "deus" and "theos" in Latin and Greek, are the good gods in Hinduism, and the "ashuras," same root in Indo European as Ahura as in Ahura Mazda, were the wicked demonic counterpantheon. In Iran it was the opposite, with the Ahura set being worshiped and the deva set feared and denigrated as demons, so "baptizing" the Devas as "Ahuric" or whatever the term would be quite a feat of theological gymnastics! But probably again not beyond human ingenuity!
Off in another direction, missionaries might, emanating from a strong Mediterranean (even just East Med and Black Sea) semi-urbanized and imperial base, go north and northeast from the Black Sea, and hook west even if the Romans are never dislodged as masters of the western Med, to prostelytize and convert various steppe peoples, the proto-Slavs and early Germanics and filter west to the Celtic peoples, and plant seeds of such an "upgrade" of various pagan pantheons, to be preadapted as it were to rising centralizing dynasties in these various groups to establish state churches preadapted to facilitate merchantile and cultural interchange under a vague but general metacultural umbrella.
Insofar as posters here are agnostic and not committed to some particular religion being especially true in the somewhat literal Abrahamic tradition, I suspect the Abrahamic religions would be preempted. To be sure Second Temple Judaism itself might evolve somewhat differently; I think there is indeed grounds to assert that Judaism as we know it OTL was to a degree exactly a Semitic-Zorastrian syncretism. There is plenty of evidence of, I forget the technical term, the idea that prior to the "Babylonian Captivity" and subsequent relative re-elevation of their status under the new Persian empire, the Hebrews were perhaps more strongly devoted to one particular god and tending more and more to eschew and disapprove any reverence by them to others, but certainly acknowledged other gods existing, but either even this is a back projection and in fact the Zoroastrian hegemony in the Persian system was the complete origin of Jewish monotheism or perhaps most likely, the trend they had toward it was greatly accelerated and affirmed by the core of philosophical monotheism in the Persian tradition--clearly the restored client kingdom of Judah evolved to go far beyond their hypothetical Persian mentors and by later classical times had reframed their whole tradition formally into very strict monotheism.
So Second Temple Judaism as OTL would be out of step (by going beyond) with the generic "Ahura Mazda has many faces and names" meta-theology I am suggesting, and from the point of view of "evolving" religions, some stricter monotheism does seem likely to have an extra philosophical edge, appealing especially to the more "sophisticated" cosmopolitan classes of traders and imperial elites and the philosophers they patronize.
But my sense is, a Zoroastrian compromise, ramified and souped up by Hellenistic philosophers and developing a toolkit of syncretizing techniques, might not get there with the mostest but still get there firstest, and might, via a politically and culturally convenient greater harmonization of city, with philosophical refinement of the more highflown cosmopolitan believers and patrons, and country with greater acceptance that old folkways are acceptable manifestations of a "higher" wisdom, resist conversion to the "purer" monotheisms that might evolve.
We also might give some thought to Second Temple doctrines evolving somewhat more liberally as it were, and failing to arrive at the absolute monotheism of Jewish faith OTL, and such a semi-pagan template also preempting Islam as such in Arabia in favor of a similar compromise there, very possibly in the hands of some reform movement adopting elements we associate with Islam and spreading with some vigor and even surging up north more or less in OTL Islam's footsteps, but remaining more quasi-polytheistic. We could also have a sort of Christian like evolution from NTJ rustics with a bit of messianism to inject a Christian-like reformulation, quite likely to be apt to Hellenizing and dissemination after the first wave of Zorastrianizing to reform the Slavic, Germanic and Celtic cults.
Or you know, mix it all up a lot more according to taste.
I agree that some visible evolution in the nature of the doctrines, and some polarization of city-merchant-ruler axis versus peasant conservatism both seem likely to be a visible thing.
I also think in principle it is at least possible that some non-Classical tradition, such as the Nordics, could manage to evolve a cosmopolitanized, more centralized and organized version of their own traditions that can stand well enough against penetration even by Christianity and Islam as we know them OTL. I don't rate the chances as terribly high, but perhaps if we can postulate a Classical era surge in socioeconomic development around the Baltic to bring them up at least to early Classical levels of trade and development there, and that contact with Roman or some ATL Med empire metasociety fosters both internal development and cross cultural appropriation of Classical Mediterranean developments, as appropriately adapted for the very different climate and opportunities and limits of the northlands, I can well imagine parallel processes creating some Nordic centered (maybe actually adopted from Slavic or other eastern peoples; conceivably with one of these peoples adopting Nordic myth renamed the way the Romans Hellenized, all sort of things can happen given the right economic geography).