Monotheistic religions are by definition the belief that there is only one deity to worship, and thus that other gods don´t exist. That normally is associated with the prioritization of one religion over others, like in the Roman Empire when Christianity was declared the state religion in 380 until 1453. Even in the Caliphates, you still needed to pay taxes and didn´t have equal rights to a Muslim if you were a person of the book, let alone other faiths (in most instances, Shahanshah Akbar had major rights given to Hindus).
Iran used to follow Zoroastrianism, a contender for the first monotheistic religion in the world aside from perhaps Atenism in Egypt. Why were the Zoroastrians so laid back comparatively when it came to converting other people and tolerating other religions, even sending the Jews back to Israel and building them a temple? My best guess is that Zoroastrianism doesn´t see the afterlife as eternal punishment for non believers, and even sinners are reconciled with Ahura Mazda after only a year.
More can always be said but u/Trevor_Culley answers an adjacent question here: https://www.reddit.com/r/AskHistorians/comments/s0rj9c/did_zoroastrians_proselytize_their_religion_to/
Talking about the religion of the Persian/Iranian empires is tricky. There aren't lots of internal sources, especially for Achaemenid Persia, where it's not even exactly clear you should call their religion Zoroastrianism (but for our purposes that's fine). There isn't much insight into their thought process, though to some extent the results may speak for themselves.
The Achaemenid empire is the one most famous for its tolerance, but given they were conquering vast swaths of the world with different cultures, religions, and administrative states it may have been simple pragmatism. The Cyrus Cylinder is an example of a very Babylonian style of inscription where Cyrus is called by Marduk to "save" Babylonia from its prior king, Nabonidus. Cyrus produced a very classic piece of Mesopotamian royal propaganda for his Mesopotamian audience, invoking their gods and their concerns over Nabonidus neglecting religious rituals (religious rituals which the Persian kings neglected themselves, incidentally). For comparison, in other parts of their empire they were content to leave Greek democracies in place (underneath a layer of Persian rule in their system of satrapies), or even depose tyrants and replace them with (friendly) democracies. This system worked pretty well for them, even Alexander left it mostly in place.
Also, a drive for proselytizing and conversion isn't a necessary feature of monotheistic religions, the obvious example being Judaism. Maybe the closest example to Christianity in the later Roman empire is Zoroastrianism under the Sassanid empire, which you'll see in the answer they weren't as tolerant and became more dogmatic, but didn't seem interested in expanding.