It would be more relavent to say that we are all American rather than that we were all in Persia, which is not necessarilly true, either.
There were Jews in Eretz Yisroel at that time who started building the Beis Hamikdash, and bringing the Tamid. There were Jews in many other countries that were under the empire of Achashveirosh.
But as Daas Yochid pointed out, we are all American and we are sharing more and more of the same culture as time goes on. There are in fact more Sfardi-Ashkenazi Shidduchim these days. Chasidim-Litvish Shiduchim are very common, when the Frum (or Chumra, if your feelings desire it) levels match.