If the Baha'i Faith is supposed to be an Abrahamic Religion...?

Why do they believe in Krishna, Buddha, and Zoroaster?

I don't know who told you it was an Abrahamic religion, but they were wrong.

Bahai is only 150 years old or so, and it's an all-or-nothing religion. They are "pan-religions" you could say. They believe everyone was a prophet.

See, you don't get to tell them what they are or are not. I do not believe in the Baha'i faith, but they get to define their identify anyway they want.

It is Abrahamic because it is the historical tradition of Judaism, Christianity, Islam. All of these religions, and the Babis and Bahais, treasure and hand on a set of stories that are called "Abrahamic" - Abraham, Isaac and Ishmael of course, but also Jonah, Moses, David and Joseph and many more such stories. The stories are not the same in detail in every religion, but it is still recognizably one literary tradition that has continued over thousands of years.

The Bahais also believe in the Persian prophet Zoroaster, whose story has not been included in the Abrahamic cycle (the fact is, little is known about his life so there's no story to tell), but Zoroaster's teachings have been incorporated into the Abrahamic tradition. Our word Paradise for example comes the Persian word padres, and Judaism and later the other religions have adopted the term and the Zoroastrian from of belief in a life after death and individual judgment for ones deeds in life.

The Bahais also know that God has never left people without guidance - so we know that there have been prophets and seers in North America, South America, the Indian subcontinent and China, and so on. The evidence we have of these is pretty thin, except that Buddha was a historical figure. So we tend to put Krishna and Buddha in our "lists of prophets" by way of showing that we know that God does not limit his activities to the Middle East. There is one God, who is lord of the whole world and all humanity. The Abrahamic tradition is central to our (Bahai) tradition, but it far from being the only authentic religious tradition in human history.

We believe that Abraham, Krishna, Buddha, Zoroaster, Moses, Jesus, Mohammad, The Bab, Baha'u'llah, etc. are all Manifestations(Prophets) from One God. We believe in progressive revelation :

Religion is the outer expression of the divine reality. Therefore it must be living, vitalized, moving and progressive. If it be without motion and non-progressive it is without the divine life; it is dead. The divine institutes are continuously active and evolutionary; therefore the revelation of them must be progressive and continuous. All things are subject to re-formation. This is a century of life and renewal. Sciences and arts, industry and invention have been reformed. Law and ethics have been reconstituted, reorganized. The world of thought has been regenerated. [...]

(Abdu'l-Baha, Baha'i World Faith - Abdu'l-Baha Section, p. 224)

I hope i could help you! If you have anymore questions feel free to contact me have a nice day ^^