You should be more worried about why we glorify horrible contemporary people, or from the more recent past. Elon Musk, Steve Jobs, Donald Trump, Ellen DeGeneres, the list is endless. There are a lot of people that even glorify Hitler himself.

And wrt Alexander the Great, having killed a lot of people does not make a person horrible. My grandfather killed a lot of people, probably hundreds. He never wanted to talk much about it. He was a great guy and a hero. Alexander the great killed a lot of people, but in doing that he eliminated the enemies of his people. He is recorded in history for spreading civilization, arts, education. He founded many cities that flourished, some of them even stand today. He freed a lot of cities that were ruled by his people's enemies. His conquests are one of the major reasons modern western civilization exists. He did all that as a military leader and he killed a lot of people.