Pyrrho of Elis is credited by some as being the first Skeptic Philosopher and being the inspiration behind the founding of the radical skeptic philosophical school of Pyrrhonism. Pyrrho himself was a companion of Alexander the Great (along with Anaxarchus, his mentor), and was once awarded One Hundred Thousand gold coins for composing a poem in his honor. (At this point he was still formally a poet.)

After Alexander's campaigns in Gandhara, Pyrrho then had a series of encounters with Gymnosophists or "Naked Philosophers".

These encounters must have had great influence on him, for when he went back to Elis, he began espousing a philosophy that had practices and doctrine similar to that of Early Buddhism. Even Pyrrho though himself wrote nothing, through his disciple, Timon, we can get a sense of his teachings.

Pyrrho claimed that most "things" were unknowable and unreadable. Trying to ascertain the hidden meanings behind things was impossible. The only things we could know then, were things that were perceived by our immediate senses.

Therefore, Pyrrho's answer to this problem was to suspend judgement or assertions. By suspending judgement, one could enter a state of Ataraxia, or a state in which the mind is free from emotional disturbance and worry.

I don't have much time right now so I will elaborate if anyone wants more detail, but most of my information principally came from these two books:

Beckwith I. Christopher, Greek Buddha: Pyrrho's encounter with early Buddhism in Central Asia

Kuzminski Adrian, Pyrrhonism: How the Ancient Greeks reinvented Buddhism

The tricky thing about the way this question is posed, it seems to me, is that it addresses cultural influences on "Greek/Macedonian society", with that latter approached as a cohesive/unitary force. Yet the sociopolitical reshaping of the Greek world following Alexander (during the Hellenistic period) is marked perhaps by nothing so much as its diversity. The Greco-Bactrians, Ptolemaic Egypt and Hellenistic Epirus were very different places, with wholly distinct subsequent histories.

Perhaps a more tractable question might be, rather, "what influence did cultural contacts during Alexander's conquests have on Attic Greek culture?"

I won't try to resolve that one myself, but I will just offer the observation that foreign cultural contacts by Greek soldiers prior to Alexander are not to be underestimated. The Greeks were well-traveled mercenaries, and returned home with much in the way of geopolitical knowledge from those experiences, as Xenophon did, when he wrote the Anabasis and Cyropaedia, based on his experiences in Persia.