Before Christianity, Judaism and Islam, There Was Zoroastrianism

Many Christians I know are aware of and even study these myths and other religions, and there is evidence of early Christians doing so as well. In general, I understand their view on them is that God works through those myths and in some cases real events. In the case of Zoroastrianism, an ancient Christian hymn goes "For by Your birth those who adored stars were taught by a star to worship You, the Sun of Justice, and to know You, Orient from on High." So, this is an early example of Christians acknowledging other religious experiences, but still believing they point to a "true myth" about Jesus.

You may well disagree with their conclusions, but I wouldn't assume Christians haven't thought about these things.

What I always found charming and cheeky is Islam's solution to this problem (if what my devout Muslim friend told me back in high school is true): something along the lines of all religious figures and movements are essentially failed/corrupted/lost/etc prophets and attempts at starting the true religion, until Mohamed came around and got it right with Islam. They also say everyone is born Muslim but is lost if they are not brought up in a Muslim family. An opt-out religion, essentially. Very neat and tidy ways to wave away things like Zoroastrianism that otherwise suggest these particular religions are just, as you said, mythology.