That is a very complicated question that is intertwined with middle eastern history and the post-Alexandrian world. While the idea of self-determination and freedom are paramount to western culture, these were not ideals that were well known in the classical world, and Alexander was in effect just another foreign conqueror, and for many of the kingdoms he conquered he was fighting the power that had last conquered them.
Persia, and it’s emperors, we’re not really from the Mediterranean world, and yet they ruled from Ionia to Egypt and from the Red Sea to the Caspian Sea. Persia was an empire, it’s ruler claiming the title King of Kings. As it was a composite state, it’s individual pieces were semi-independent in regards to local customs and cultural laws. This meant that even when the empire fell, the satrapies were already organized in sub-states.
When Alexander took over the Achaemenid Empire he also took over their trappings and titles. He made himself into a Persian king backed by Hellenic military training, and for many of the people he conquered this wouldn’t have changed their burden or loyalty. It was much more a change in governor than a change of government.
Therefore when Alexander married together Greek philosophy and thought with Persian governance and organization he blended two worlds together. His Diadochi secured his heritage in the name of Alexander, and this drove the name of Alexander the Great down through history.