Citizenship is a more complicated, and perhaps a more western concept. In ancient Iran there was a strong sense of being Iranian and, apart from the royal harem, marriage between Iranians was expected to reinforce the sense of being a distinct people, all of whom were members of a nation created by Ahura Mazda. In the modern Diaspora, be that in India, Pakistan or the West, there is a clear expectation of loyalty to the country of residence. For example, in the Indo-Pakistan war there were Parsi generals on both sides.
There is therefore no sense of there being any conflict between being Zoroastrian and being British. As Zoroaster lived around 1500 and 1200 BCE, terms such as human rights, social justice and citizenship were unknown. Zoroaster converted the local monarch resulting in Zoroastrianism becoming became the religion of the kingdom.
Citizenship would therefore not have been conflicted with Zoroaster’s example or his teaching on individual responsibility and gender equality, and modern Zoroastrian teachers explicitly support such concepts. Being a Zoroastrian involves resolving to fight evil in all its forms as well caring for the Good Creation and practising good thoughts, words and deeds.