After the birth of Jesus, the Magi came from the east to worship him. They were probably Zoroastrians who had been in touch with the Jews during the dispersion.
Zoroastrianism and Judaism had in common the idea of a single god who was the source of all good or truth. And further there was an enemy of the truth which caused a battle on the earth between good and evil.
When Jesus says he is "the way, the truth and the life," it is a phrase that will touch the philosophy of the Zoroastrians.
I firmly believe that since the fall in the Garden of Eden, every man has been born with a "god-shaped" hole in his soul. He searches til he finds that which fills it. The Zoroastrians were on just such a quest.
They probably knew of the promised Messiah because of the dispersion of the Jews into Persia (politically now Iran). And because they were seeking God, He was able to warn them in a dream not to return to Herod.
Those who are seeking earnestly will find that which they desire. The promise in Matthew is not just for the already chosen, but for the seekers. A seeker can be one who doesn't know God at all, or someone who just wants to know Him better, or someone who seeks a closer dedication to Him.
Short of eternity, none of us has arrived at the ultimate knowledge of God. But, oh, how we yearn to know Him better.
Thank You for Your promise to seekers. It gives us the hope that we can become closer to You, more dedicated to You, more obedient to You. Whet this hunger in our spirits until we are wholly devoted to You.
In Jesus most precious name.