Some quotes from a 'classic': A.D. Nock, Conversion (1933)

general: In the ancient world the 'place of faith' was taken by myth and ritual, an attitude rather than a conviction. They were efficient in/by themselves, not because they were 'true' (in a theological sense).

p. 163 on the ‘pagan’ reservations towards the ‘new religion’ of Christendom:  

Worship had no key to life's meaning: that was offered by philosophy; but precisely because worship rested on emotion and not on conscious theory and thinking, it had deeper roots in their natures, and was not easily refuted by reason.

comment: Christianity is new in this sense that in it for the first time in history (?) philosophy (the human search for truth and the meaning of life) coincided with the adherence to a specific religion with a strong doctrinal aspect. Now the meaning of life had to be found in religion (worship and beliefs, rite and myth) and was no longer a free human quest.

pp. 267-269

In the light of this survey the advance of Christianity stands out as a phenomenon which does not stand alone but has parallels which makes its success not wholly incomprehensible. There were other forms of belief at the time which won adherents among men who were not called to them by anything in their antecedents. And yet these very analogies enable us to see the differences the more clearly. The other Oriental religions in Roman paganism... were neither Oriental nor religious in the same degree. They had not brought a compact body of doctrine or of accessible sacred literature from the Nearer East with them; in so far as they appealed to men who did not come from the lands of their origin it was in forms which were fully hellenized, at least fully hellenized in matters of fundamental thought and above all in their expectations of the hereafter. This is true in spite of the exotic appearance which they had and sometimes artificially adopted for purposes of effect.
Christianity avoided the exotic in externals and retained it in doctrine, in its doctrine of the last things and of the hereafter, in its sacred literature, available to all and sundry but not accommodated to classical style and classical thought, in its peculiar and unbending view of history.
The Oriental mystery religions were not Oriental in the same sense as Christianity. Neither were they religions in the same sense. Theology might be and was applied to them: beliefs and hopes and interpretations clustered around them, but they were fluid and the interpretations came from outside, from Greek speculation and from the earlier habits of the Greek mind in religious things. And, as we have seen, there was no body of faithful throughout the world, no holy Isiac (Isis) or Mithraic church, no Isiacs even, except as the members of a local association, with a devotion and belief which an Isiac from elsewhere could recognize.
Greek philosophy was applied to Christianity... but, as applied to Christianity, it was applied to what was already much more of an entity. In Christianity it was used for the interpretation of a body of doctrine widely held by men speaking Greek and Latin... it was capable of being made intelligible and it was removed from Judaea early enough to become part of the larger world.