I think a major factor was the Hellenistic age (the spread of Greek culture from the Mediterranean to Central Asia after Alexander the Great) and the “interpretatio graeca”—the practice of the Greeks (and later Romans) of merging their own polytheism with the various other forms of polytheism they encountered in the Hellenistic world. The result was that everyone from the Celts and Germans in western Europe to the Egyptians and Iranian polytheists in the Near East (but not the non-polytheistic Jews or Zoroastrians) could be assimilated into Greco-Roman culture without formally giving up their religions. But a side effect was that all religious institutions were assimilated into the state, so that when the state switched to monotheism there were no independent religious institutions to oppose it.