From GNUPlot manual,
Depending on the terminal type, some mousing operations may still be possible
in the persistent window. However operations like zoom/unzoom that require
redrawing the plot are not possible because the main program has exited. If you
want to leave a plot window open and fully mouseable after creating the plot,
for example when running gnuplot from a script file rather than interactively,
see pause mouse close.
Reading the "Pause mouse close" section, one finds the answer:
gnuplot --persist -e 'plot "file1.dat"; pause mouse close'
As you already know, you can now use Ctrl-WheelUp and Ctrl-WheelDown to zoom, as well as selecting a rectangular area
with the right button, as disclosed in the Scrolling and Zoom sections of the
manual.