they look middle eastern yet believe in the Hindu mythological gods ? its way too confusing, also if the setup is medieval Europe then wouldn't Zoroastrianism or Manichæism work better with that settings instead of hinduism ? but the vast mythos of hinduism may be what is required??? idk
edit: i just found out that Kushan empire was a part indian and part central asia consisting modern day pakistan part india and part afganisthan and much more, they mostly spoke in bactrian, extinct iranian language, however historians says that the Kushan empire was founded by Yuezhi who migrated from western china to central asia. And had a multi religious empire, but outside of india it wasnt much widespread, But Zoroastrianism and buddhism and greek cults. However some rulers did embrace Shaivism (a sect of hinduism). so that may answer why go with hinduism.
edit: i couldn't find anyone named ganishka, but there is 3 kanishka who ruled the kushan empire. the name change to ganishka maybe to signify his religious view of hinduism, but the kanishka II and III didnt have much in the prospect of greatness compared to Kanishka I, who ruled much earlier and greater lands. But he was a buddist patronage, so thats why the name change,
sorry for the grammars, and this maybe why
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