Persia can always be conquered before the opening of Lend-Lease. I almost always do it in 1939, as saving BRPs in 1939 is almost useless! All you need is a Soviet 1-3 to take Tabriz and Sarab!
This is incredibly useful for the soviets in 1941 as some British armor can save Russia from the panzers by SRing to USSR through Persia.
Another use is to extend the "east hex" Russian supply line all the way down into Persia. Even without Lend-Lease, that supply line can help prevent isolation of Russian units in the Caucusus if the Axis units reach the Caspian.