Sufis are now claiming to be a branch of Zoroastrianism though they do not follow any of their rituals. Though Zoroaster is also said to be of Hindu origin as they worship Agni, the Fire Goddess and use it in their rituals, as do Vedics.
Dharam means those of Hindu/Indic origin, hence does not include Christianity nor Islam that came from outside. But then these 4 Paths have always been included as Dharams ie. Jainism, Sikhism, Buddhism and Hinduism.
As all the Gurus were of Hindu ancestry then they would refer to Hindu Dharma and follow HIndu rituals, as they seem to have done. But if they also believed in Islam/Sufism then why call it a Dharam.
Though from my research Sufism also came from India in order to persuade Hindus to convert to it. Originally they did not follow the Islam rituals for prayer/fasting so were even rejected by Muslims themselves.