I was under the impression that Freddie's Zoroastrian cremation was in accordance with his parents' wishes. If I had to hazard a guess, I'd say Freddie probably didn't practice Zoroastrianism as an adult or any other organized religion. He just doesn't seem like the type to me, but that's just my own opinion. I think he probably believed in God, but in the kind of generic, non-specific way a lot of people believe in 'a' God. In other words, someone who doesn't follow Christianity, Judaism, Islam, et cetera, but believes there's a creator and a supreme being out there.
Again, just idle speculation.
Blow it out your ass.