We have Catholicism, Judaism, etc. But what is pyramid era Egyptian? Zoroastrian or something? I mean, i know it's not that
I wouldn't say Zoroastrianism is very similar. Structurally and conceptually they are very different; Zoroastrianism is monotheistic, for example. If you are talking about modern religions, then Hinduism would be the closest.
The Egyptian religion of the era of the Pyramids (ca. 2500 BCE), is basically the cosmogony of Heliopolis, an important city at the time, which was recorded in the Pyramid Texts (ca. 2400 BCE).
Structural similarities would include polytheistic gods but acknowledgement of a kind of creative-force deity. In Heliopolitan cosmology, there is creator god, Atum, who was kind of a seed that made the first physical material (the benben) from the chaotic, primeval waters of creation:
When you became high, as the high ground | when you rose, as the benben, in the Phoenix (benu bird) enclosure | in Heliopolis” (PT 600).
But eventually, Atum's act of creation leads to the Ennead, a group of 9 principle gods in the cosmology. So you can see that there are similarities with the more polytheistic elements of Hinduism.
There are similar philosophical concepts as well. During creation, Atum's children, Shu and Tefnut, take on eternal attributes. Shu takes on the aspect "eternal recurrence" and Tefnut “eternal sameness” (Coffin Texts 80), setting a pattern of existence, with Shu representing the cycles of creation while Tefnut embodies the underlying order, or Ma’at, inside the atmosphere, in opposition to the chaos of the primeval waters.
Ma'at as a concept is very similar to Dharma, meaning something like duty/honour/order/truth. It is a force, but also the way to act correctly in life.
The idea of 'eternal recurrence" is talking about cycles like the sun rising and setting, but it does have some philosophical awareness and connection to ideas underscoring Hindu cyclical concepts like karma or samsara as I understand them.
Though I'm sure you could make parallels with other religions, or perhaps dispute those that I've made. Certainly, there are too many differences to seriously compare these religions.
If you're interested, Geraldine Pinch's Egyptian Mythology is a good, accessible book to get an idea of Egyptian religion and how it changed over 3000 years or so.