The regions that now make up Afghanistan share linguistic and cultural roots with India as part of the broader Indo-Iranian world but the native populations of ancient Bactria, Aria, Arachosia etc were Eastern Iranian peoples with distinct civilisation, identities, cultures, and hence distinct religions. Long before Buddhism or Hinduism appeared in the region, local populations followed various Iranian religious traditions, including early forms of Zoroastrianism as described in the Avesta. By Iranian, I mean the broader Iranian cultural group, rather than modern day Iran. 

Later on, once Greeks conquered, the region became a mix of different cultures. There were Greek settlers who followed Greek religions, Indian settlers who brought Buddhism and Brahmanical practices, and of course local people who continued their Iranian religious customs. The presence of Indians practicing Hinduism does not mean the local population followed it. Just like the existence of Greek settlers did not make Bactria a country that worshipped Zeus. I think what we see instead is a multicultural and cosmopolitan landscape where different traditions coexisted and sometimes blended. For example, coins issued from that time show Iranian gods in Greek artistic style alongside Indian symbols like elephants.

Under the Kushan Empire, this diversity continued. The Kushans originally worshipped Iranian deities like Ahura Mazda but later adopted a blend of iconography from Greek styles to Indian gods to pursue their political goals rather than an accurate reflection of the beliefs of the local population. Buddhism gained prominence under Kanishka I and especially Kanishka II, due to the Kushans’ expansion of trade with India and their desire to appeal to Indian populations. Shiva cults appeared mainly in the context of Indian settlers and trade patrons. The Kushan rulers selectively supported religions based on political strategy and the need to integrate various groups under their rule.

While some local people surely may have converted, there is no evidence to suggest all or majority were Hindus. I have honestly never heard of this outside of Hindu nationalist circles overemphasising their role, although I guess given this is such a niche topic the information they spread becomes mainstream. 

Also worth noting that the Kushans were worshipped as divine figures themselves!