Paradox Interactive are incredibly liberal in their implementation of Iranian religion, and assertions like this should be taken with a large pinch of salt. The very existence of "Zurwanism" is today heavily questioned as it primarily relies on hagiographies that have a more or less heresiological attitude toward Iranian religion.

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In this case, I think what they are referring to when they use Zurwanism is the syncretic religion promoted by the Kushan dynasty, which was basically a mixture of Buddhism, Zoroastrianism, Hellenic and Mesopotamian religion. For instance, Ahuramazda seems to be depicted as the syncretic Zeus-Bel on some numismatic material. From what I understand, the identification of Buddhist influences is mostly iconographical.

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I think a slightly more easily studied example is Manichaeism, which mixes Christianity, Buddhism and Zoroastrianism. Here, the most easily identifiable Buddhist influences are rejections of earthly pleasure, glorification of ascetism, a view of the material as inherently impure, and a quest for liberation of the spirit from the shackles of the material world. This contrasts quite clearly with Zoroastrian thought, where the material is not inherently bad, merely _corruptible_, hence the need for ritual purification.