Thats why they called the diaspora. They left and went all over the world.
The Jewish community of Persia, modern-day Iran, is one of the oldest in the Diaspora, and its historical roots reach back to the 6th century B.C.E., the time of the First Temple. Their history in the pre-Islamic period is intertwined with that of the Jews of neighboring Babylon. Cyrus, the first of the Archemid dynasty, conquered Babylon in 539 B.C.E. and permitted the Jewish exiles to return to the Land of Israel, bringing the First Exile to an end. The Jewish colonies were scattered from centers in Babylon to Persian provinces and cities such as Hamadan and Susa. The books of Esther, Ezra, Nehemiah, and Daniel give a favorable description of the relationship of the Jews to the court of the Achaemids at Susa.
After the Iranian revolution in early 1979 members of the Jewish community feared for their lives, afraid that they would be murdered or expelled by the new Iranian regime.
https://www.jewishvirtuallibrary.org/jews-of-iran