As far as I know, there is no Persian Thucydides or Herodotus. I have had it implied to me that history writing was a uniquely Greek literary genre but I find it hard to believe that we would not have any texts which even allude to current events in a way helpful to historians. Any book recommendations on the topic of transmission would be appreciated too.
AFAIK only two "secular" books exist from Sassanid times- one is a tome on the training of priests and the other a record of Court proceedings during the late Imperial period. So there did exist some form of organised record-keeping.
As for why only two such works remain?
Certain Iranian Nationalists blame the Arab invasions. Not only were the Sassanid libraries & treasuries destroyed, the books looted would've been treated more as curiosities rather than maintained properly and copied out as would've been done in a proper scenario.
Also Sassanid works are believed to have featured heavy Zoroastrian iconography which wouldn't have been acceptable to the Islamic censors of the time. There's a good chance that most contemporary Arab works on literature, law, & medicine etc are actually unattributed & plagiarized copies of Persian texts.
Also- note that "books" don't really survive for long periods. Most "Classical" texts from Rome and Greece have been reconstructed from more recent copies made in the 15th and 16th Centuries. Examples such as the Dunhuang Hoard back in the early 20th Century are extremely rare- which is why lots of commenters find the unusual frequency of such finds in modern China a tad concerning. In addition, the Church had a vested interest in preserving Classical literature- even those concerned with pagan topics and ideals- in a way no Islamic institution appears to have done.
I'm fairly sure there must be manuscript hoards in Iran that are yet to be discovered, but that's a different matter.