Perhaps you should be able to only if you border a realm of that religion...to request Zoroastrians as Norse Pagans, for example, would be ridiculous. The Russians' main reason, too, for going Orthodox was because of relations with their neighbors/close neighbors? Byzantium.
Maybe limits of distance somehow, since they added relations distances.
My imagined response of a Norseman to a Zoroastrian missionary:
"Wait, you're saying I'm supposed to marry my sister. I'm not so sure how I..."
"You get to keep your concubines."
"Sold!"
But on a serious note, I agree, and I also happen to think the cultural restrictions for pagan conversion should be done away with based on:
1) If the one sending the missionary borders the pagan realm
2) If a province bordering or within the pagan realm is of the religion being preached
Right now for example Russians are less likely to imprison your missionary if you are orthodox. This is meant to make Russia become Orthodox more often than convert to another religion. Similar rules apply to all pagans and determine which religions are preferred for each pagan group. Such methods are designed to encourage but not force the game to follow a historical path. The problem however is that sucha method, while among for historical authenticity, denies the factors which led those religions to be accepted by those peoples. For example Scandinavia became Catholic because of the close proximity and influence of Catholics in Scandinavia. Russia became Orthodox because it was a great regional power, which had had significant influence on the Slavic world, in fact the Cyrillic alphabet was developed by Byzantine missionaries.
So my point is that if the AI is going to give preferential treatment to a religion, determine that religion dynamically. This should be what emergent history is all about. If Zoroastrianism had had a resurgence in the 10th century, and a Zoroastrian ruler of Persia had spread his influence and religion as far as Russia (Which of course is the sort of thing people often want to do in CK2), there should be no reason why Russian would disdain Zoroastrians but love orthodox (and only orthodox) Christians. If Zoroastrianism was the religion of a huge empire on the footstep of Russia, well, they should feel some reason or incentive to convert to Zoroastrianism.
I have a problem with structuring mechanics to work in a historically ACCURATE way, while shunning historic AUTHENTICITY. The point of a game like this is alternate, but authentic history. If orthodoxy fails, it shouldn't take longer to finag get Russians to convert simply because it's not their "real religion."
There are reasons why I beleive Russia was more likely to convert to Orthodox than to another religion. But it's a mistake to model the likelihood itself when you should attempt to model the reasons for that likelihood, so that what follows is likely, given the circumstances during that game. These sort of hard barriers to artificially keep history on particular track really bother me, since that's not why I buy games like this.