There are several clues to that we can follow, which will help us understand the significance of Mithraism in relation to other Mediterranean religions; especially Judaism and Christianity, which we can uncover in the Hebrew and Christian scriptures.
A close study of the Hebrew scriptures reveals that the Jewish people did not always have (and do not now have) a strong belief either in the immortality of the soul, or the afterlife. After the Babylonian exile, which began in 586 BCE, these beliefs enter their tradition, and over the centuries become more clearly developed. When the Jewish people were released from captivity in Babylon. it was by the Persians; under their king Cyrus, who had just recently conquered the Babylonians. Cyrus is depicted by the Jewish people, in the Hebrew scriptures as a servant of Yahweh:
22 In the first year of Cyrus king of Persia—to fulfil the word of Yahweh through Jeremiah—Yahweh roused the spirit of Cyrus king of Persia to issue a proclamation and to have it publicly displayed throughout his kingdom. 23 ‘Cyrus king of Persia says this, “Yahweh, the God of Heaven, has given me all the kingdoms of the earth and has appointed me to build him a Temple in Jerusalem, which is in Judah. Whoever there is among you of all his people, may his God be with him! Let him go up.”’
This passage does not shed any light on what Cyrus’s theological disposition might have actually been, or what his personal beliefs were. Whatever that theology was, we can conclude that it did not present a significant conflict with Hebrew theology at that time. This passage indicates that there was no essential antagonism between the theological claims of these two cultures. Furthermore, it is likely that Cyrus or his priests saw a considerable amount of compatibility between their belief systems. At this time; Persian Mithraism and Judaism were both essentially monotheistic, though neither of them were perfectly so. They both held, as basic beliefs, that creation was good. Mithraism had a strongly held belief in the immortality of the soul. At this time Judaism did not, but immediately following this period a movement within Judaism would develop this theme in profoundly consequential ways. The adherents of this movement became known as the Pharisees. The designation Pharisee, is derived from the name of the Persian priests of Zoroaster, who were called the Parsees. This etymology clearly shows the intimate connection between Pharisaic Judaism, and the religious traditions of the Persian Empire.
Even in Jesus’ time, 500 years after the Babylonian exile; belief in the immortality of the soul had not fully entered the mainstream of Jewish life, especially inside the borders of Judea itself. This belief was taught primarily by the Pharisees, among groups of Jews living outside Judea, in what is known as the diaspora. It was taught by the Essenes, in the remote desert community of Qumran. It was a popular belief among Jewish people for whom the synagogue was the center of their faith life and not the temple in Jerusalem.
In addition to belief in the immortality of the soul, and the afterlife; the Pharisees and the Essenes of Qumran also had significantly developed angelologies. This belief in the existence of angels (divine messengers) was another matter that took a long time to develop in Judaism, but which was already present in Mithraism at the time of the Babylonian exile. Many scholars say that it is impossible to state with certainty that the Pharisees, received these teachings directly from the Parsees, and through their exposure to Mithraism at the time of the Babylonian captivity. It is also impossible to rule it out. What we can say for certain is that the Pharisees came into existence just after the Babylonian exile. I do not believe that these belief systems developed independently of one another, because I do not believe in that type of coincidence, therefore I take it as pure theological syncretism.
The Babylonian exile and the subsequent release of the Jewish people by the Persian king Cyrus were the first of many major impacts that Mithraism would have on the Judeo-Christian tradition. Prior to the Babylonian exile; a belief in angels and the immortality of the soul did not exist as fully developed doctrines, but they did exist in germ, in a latent form, as an aspect of generalized beliefs permeating the Mediterranean region, and the Near East at this. However, the ideas in the broader tradition were not connected to a clearly developed theology of salvation. In most Mediterranean and Near Eastern traditions, the concept of a blessed afterlife, to the extent that such ideas existed, held that those blessed places were reserved for people of heroic stature. Because common people and slaves did not have the ability to lead a heroic life, they had no hope of enjoying anything blessedness in the hereafter. Mithraism and more importantly Christianity would change all of that; by promising the hope of salvation to anyone who would seek to align themselves with the God of creation, the God of light and goodness.
 The New Oxford Companion to the Bible, edited by Bruce M. Metzger and Michael D. Coogan, pg.72, par. 3
 The New Jerusalem Bible, standard edition, Doubleday, 2 Chronicles 36: 22-23, pg. 448, col. 2, par. 2