The occasion was not lost on Alexander: at Susa, he sacrificed to Greek gods and held Greek gymnastic games... - Robin Lane Fox

It was the Delphi of the Greek East and as a Hellene, not as Pharaoh, Alexander would be curious...

When his Macedonians mutinied at the end of their marching, they were said to have ridiculed him and told him to 'go fight alone with his father', meaning Zeus, not Philip.

In return he left behind Darius's mother, daughters and the son whom he had captured at Issus, and appointed teachers to teach them the Greek language.