The Kushana Empire was founded by Mahārājādhirāja Kujula Kadphises, a Shaivite Hindu convert from his ancestral Steppe religion of the Yüeh-chih. He was not a Buddhist, as popularly believed.

A thread on the Hindu Emperors of the Kushana Dynasty.

The Kushanas were part of a tribal confederation called the Yüeh-Chih that originally lived in the western part of the Gansu Province of China. They were pushed west by the invasions of the Xiongnu (Huna) confederation. Kuja Kadphises united all the five sub-tribes under Kushana.

Emperor Kuja Kadphises had converted to Shaivism, a Mathura inscription from the Tōkrī Tīla mound (Maṭ village) clears up previous confusion (Based on him being called "satyadharmasthita" or 'steadfast in the true dharma' people speculated he was a Buddhist)

This is incorrect.

The Mathura inscription applied the same epithet to Emperor Huvishka (satyadharmasthita) but explicitly says the Kingdom was conferred upon its founder by Lord Shiva (Sarva is the epithet of Shiva). This makes it clear Kujula Kadphises had adopted Shaivism & the Kharoshti script.

This also makes sense, when we realize his son, Emperor Vima Kadphises was also a devoted Hindu Shaivite (and in his coins we clearly see a trishulin ithyphallic shiva with a tiger skin).

So his son had just been continuing his father's tradition & upbringing.