It would indeed be intriguing, if it were true.

Both the book by Philip Freeman that /u/teekaj2 mentions, and teekaj2 him/herself, engage in some colourful embellishment. Freeman refers to Alexander as being uninterested in women in a few places -- without citing any sources, of course. The origin of the idea seems to be Plutarch's Life of Alexander 21.4:

But Alexander, as it would seem, judging that victory over himself was more kingly than victory over his enemies, neither touched these women, nor did he know (i.e. have sex with) any other woman before marriage except Barsine.

Plutarch is maybe one step above tabloid journalism.. So we have, effectively, a weekly magazine biographer telling us that Alexander was so innately strong that he was uninterested in sex (cf. 22.3: supposedly Alexander disliked sex because it made him feel mortal); then that turned into Philip Freeman telling us that Alexander was simply uninterested in sex with women, with no context; and now that has turned into /u/teekaj2 telling us that he was "awkward" with women.

It's basically a combination of wishful thinking, and blissful inattention to context while reading.