Actually we don't know what religion Cyrus believed in, because he wouldn't impose it on anyone! Darius I was the first Persian king we know of who openly practiced Zoroastrianism. Cyrus could have been Zoroastrian, or he could have followed the old Indo-Iranian paganism, or who knows what? The assistant pastor of my church has even suggested that Cyrus was a secret believer in the God of Israel, which I guess is as close to converting to Judaism as one could do in those days.
:') If true, and if word got out, the Islamic Death Squads which pass for the Praetorian Guard in Iran would be headed over to Cyrus' tomb with high explosives. :')