I was also confused about this. Stephen flowers the presumed disinfo agent is shilling and attemtpting to revitalize the corpse of zoroastrianism and albert pike seemed big on the idea also. Stumbling upon new info re: zoroastrianism in its connection to xtianity via Revilo P Oliver's "The Origins of xtianity" I was led to confusion about this also given Nietzsche's ambivalent relationship with yehuborim. You say its 'ironic'....but many altright types also like to be (((ironic))). I can see your point to some extent but not knowing over much about zoro I can't be sure Nietzsche was not perhaps confused...or is it merely my own confusion(ahaha)?
BTW: Do you know of any credible translations in English of Nietzsche's works? I was under the impression that Thomas Common and H l Mencken as well as Ludovici were trustworthy but am not sure.