Freddie actually was Zoroastrian, or had a legit claim. His parents were Parsis, who were a ethnoreligious group who immigrated from Persia, to the Indian subcontinent, and the Parsis people were, and are very predominately Zoroastrian.

Sure, he grew up in the British Territory of Zanzibar, now Tanzania, but still had a legit claim to being Zoroastrian.