I’m only gonna tell ya this four times, so...
/joke alert
It wasn’t from Parthia, IMO, there’s nothing exactly like Mithraism elsewhere, but the Romans apparently felt perfectly comfortable with wholesale acceptance of deities from conquered peoples, just as they got used to having the Roman Senate vote on deification of various emperors.
The Romans equated various members of their own pantheon with new introductions, as well as the Greek pantheon. Somewhat analogously, the Egyptians wound up with a deity called Serapis which was apparently the invention of one of the Ptolemaic pharaohs and/or his handlers.
Before the Romans, the Etruscans worshipped their version of Apollo, which they may have brought with them (the Etruscans came from the Aegean and Anatolia) or may have acquired (or reacquired) via their trade and cultural contacts with the Ionian Greeks. Apollo wasn’t a Greek deity, but borrowed from Anatolia, and his origin is another mystery. It would be more important, probably, if there were actually large numbers of worshippers of Apollo, Mithras, Zeus/Jupiter, etc etc.
There are some worshippers of the old Greek gods, oddly enough, they live in Hindu Kush, surrounded by Moslems. They claim descent from Alexander the Great’s soldiers, and are a cultural survival from antiquity. Quite amazing really.
I am amazed there are still practicers of Zoroaster in India.