It’s not surprising that the tales are similar. It’s not like Persia was disconnected from the Greeks, Egyptians or even the Romans. I imagine a good tale went in all directions. The epic of Gilgamesh been an obvious candidate.
Comparative mythology is a field of study. Is is well known there are common Indo-European roots for many myths that are similar across a number of cultures and religions, including Norse one.
It’s obviously untrue given Alexander The Great and the peoples who traversed the Mediterranean, like the Phoenicians.
As for Northern Europe, I understand that a Buddha was dug up in a Swedish Viking era burial site.
My point been, some people travelled far for trading reasons.