As nice as it is to see some Zoroastrian features finally, as others have mentioned, the bonuses certainly are considerably weak and underwhelming when compared to other religion choices. Specifically, having no military bonuses whatsoever will likely deter players from even considering the switch from Shia/Sunni either for optimizing their SP campaign, or for being competitive in MP. The argument that "Persia has military national ideas" is also seemingly bunk too, since as others have stated, balancing a religion's bonuses around national ideas of specific tags simply unbalances them in comparison to other religions with no similar tag-based balances.
I agree that it would be boring to make all religions in the game too "samey" and generic/equal, but what I and others are asking for is simply balance, particularly military bonus-wise for the multiplayer meta, which also balances single player too, since it puts the player and AI on the same starting playing field. If these bonuses stand as is, converting to Zoroastrian will not only remain considerably difficult (as far as spawning and waiting for zealot rebels to occupy provinces), but also a nerf in comparison to existing choices.
Balance-wise, it would seem to make sense to provide players with a stronger incentive to consider going through the painful process of converting, rather than simply a minor construction cost-reduction and reduced corruption. Shia by default receives a 5% morale bonus (with a temporary possibility for 5% more w/ mysticism), and Orthodox can receive 5% discipline with the icon.
Part of the problem really is giving any religion specific military bonuses in the first place, a problem in the entire base game design. It never made sense to me why an Orthodox army should magically be more disciplined, or a Shi'ite army fight with greater morale, solely on the basis of their faith alone. Because of this power creep, there's an inherent problem where players in a competitive environment will pursue gamey methods to convert to the "meta" religion, and only do otherwise for roleplay.
As someone who enjoys roleplaying, it's somewhat frustrating to have such choices be a nerf compared to the "meta/powergame" ones.
On another subject though, the argument that Zoroastrianism didn't practice proselytization, and thus shouldn't get an additional missionary seems bunk too. Others have pointed out that this describes Parsis, who agreed to not spread their religion in exchange for local protection, but this certainly did not describe the Sassanids. Court Mobeds like Kartir certainly promoted conversions/spreading their faith, and I recall reading about considerable Sassanian efforts to promote conversions in Armenia and the Caucuses (not entirely successful, but attempted nontheless).
Finally, a question no one seems to have asked is: Will Zoroastrianism and Sikhism be allowed to become Defenders of their Faith, or will this still only be locked to Christian and Islamic faiths? If this isn't changing, it seems like another balance issue. Perhaps there could be specific challenges to overcome in order be able to become DOTF, but locking players out entirely always seemed like a balance problem.
TLDR: -Please considerable giving Zoroastrianism even a small military bonus, for balance reasons
-Please consider at least giving players the option pursue an expansionist conversion/proselytization strategy with Zoroastrianism, rather than relying on the specific policy of Parsis.