Well, yes, he didn't proceed Westwards, after all. Nor would it have made much sense at the time. And it's really Greece-via-Rome for Britain, so it makes sense for there to not be much Alexandrine influence.

Meanwhile, "sikandar" is just about synonymous to victor/champion in the Asian bits of the erstwhile Macedonian Empire, with aspiring conquerors naming themselves Sikandar Shah (King Alexander). It's an enormously different worldview than that of Renault's English readers, and it would have been good to have that accounted for. Certainly Renault's Alexander is rather British himself.