I hope this doesn't sound flippant, but between Mesopotamia and the Indus was the entire Iranian plateau - a huge area of habitable land and productive agricultural regions as well as a center of urban development nearly as old and as populous as the fertile crescent, full of valuable resources. By the Achaemenid period, the trade routes of Central Asia were already becoming major thoroughfares of wealth and material goods, many of which passed through the markets of cities in this region. So, to answer "what was worth conquering", in a word: Lots!

Reposting for the sake of posterity, since Reddit's glitchy crap-code ate most of our comment chain:

What time period, roughly, are you interested in? The historical record extends as far back as the broad, hazy barrier between the upper paleolithic and the early bronze age, as agricultural societies began accruing material permanence and rapidly-agglomerative technological innovations. Writing (Proto-Elamitic, and its pictographic precursors) began to be recorded in clay pottery and stone carvings by around the early 3rd or late 4th millennium BCE, more-or-less contemporaneous with the development of cuneiform in Mesopotamia - the Elamitic script was either adapted or descended from the same source as Sumerian - and literacy accompanied increased social complexity and urbanization, again in parallel with developments in Mesopotamia. As the bronze age* continued and large-scale states came to dominate the economic and social relationships between cities, the power of Elamite civilization often challenged that of its lowland equivalents on the Tigris and Euphrates - Susa, one of the most prominent Elamite capitals, located in the southwestern reaches of the plateau near the Persian gulf where the Zagros mountains are a less imposing barrier than to the north, was not all that far from the heart of the Sumerian urban complex (centered around the alluvial marshes at the head of the gulf) and its kings played a dramatic role in Mesopotamian politics throughout the three millennia of the pre-Christian era. In fact, the Stele of Hammurabi - which you've probably heard of, it being the proclamation of his famous legal code - was discovered in the excavation of Susa, where it had been taken as a war-trophy after a successful conquest of Babylon! You could even go so far as to say that later incursions from the east marked the final end of Mesopotamian culture (or its modification into what might be considered Persian culture), first with the Median subjugation of the twin river plains and then finally with the Achaemenid revolt of Cyrus the Great and the establishment of his renowned dynasty in ~550 BCE. It was the inheritors of Cyrus' political lineage that constituted the Persian Empire which Alexander and his Hellenes overthrew in the 330s BCE. My thumb is getting sore (shouldn't have typed this on a phone!) so I'll quit rambling here.

*I really should quit using such an outmoded term, but it's such a convenient and evocative shorthand way of referring to a nebulous but commonly agreed-upon period of ancient history