Herodotus meant "magoi" ie Zoroastrian priests, although your interpretation has interesting implications.
Check out RoP:D for Zoroastrian Mysteries (there's a Guernicus Quaesitor belonging to the sect hinted at in the flavour text for the Wonders power) and Alex White's article in a recent Sub Rosa revising his previous Hermes Portal articles on Zoroastrians and the Magians.
I believe the Magi refered to in this case were likely to have been Zoroastrian priests. Remember: The three magi in the Bible were Zoroastrian priests following prophecies from their holy book about the coming of the next manifestation of God.
There's actually quite a lot of historical research into that. As I recall from my class on that very time period, it's widely accepted that Darius I largely made up the whole thing, or, rather, painted the legitimate successor as illegitimate, so that he and the 11 other Great Houses could take over.
Still, it makes for some interesting fantasy ideas.
Well, they sound the same because they are essentially the same word. The latin "magus" (plural "magi") comes from the greek "magos" (plural "magoi"), and that's the term Herodotus is using - a phonetic rendering of the persian "magush", which indicated a member of the priestly class. It is interesting that the ultimate root might be the IndoEuropean MAK/MAG, which means "to be able, to have power" - I'm guessing this is the same root behind "might", "machine", and possibly "to make".