The tolerance shown by emperors like Cyrus the Great and Darius I was important because it helped to make the Achaemenid Empire strong and stable. Tolerance is very useful in empires because it tends to make people who have been conquered much less likely to hate the conquerors and rebel against them.
In the ancient world, it was typically very difficult to run an empire. The lack of rapid methods of transportation and communication made it very hard for a central government to maintain much control over a widespread area. The fact that conquered peoples tended to be resentful was also a problem, particularly since there would typically be many different small groups of people within each empire.
Tolerance was one way to combat these problems. A tolerant ruler could be less worried about having to hold down his empire by force. His tolerance would make his conquered subjects more likely to accept being ruled by foreigners. Tolerance could also allow a ruler to keep much of the local elite populace in place. This would make it easier to control different areas of the empire because the ruler would not have to impose an entire new ruling class.
In these ways, tolerance could be a very good strategy for an emperor. It was important because it could make it more likely that the empire would be stable and calm.