This is something I've never understood. If you compare the maximum extent of Alexander's conquests (e.g. map) to a map of the Achaemenid Persian Emprie (e.g. map) all Alexander appears to have done is to take advantage of Persian weakness and temporarily take over the empire's territory. Weren't the accomplishments of the Achaemenid leaders, who built up their territory gradually, far more impressive than the guy who showed up at the end and rampaged through a crumbling empire? Was Alexander's role much different from the barbarians that pillaged the Roman Empire as it crumbled?
Alexander is generally considered western, whereas Persians are not, so if you are reading a textbook about western history it's bound to be like that, just as the book will focus on western settlers in the new world rather than native populations.
In western cultures, eastern histories are often sweep under the rug in favor of western ones and it has been like this for a very long time. It hasn't been until the last 30 years and the advent of the internet that more information is accessible to a wider range of people. There is new light shinning on these histories that are not often taught in western schools and universities.
Well, in countries where men tend to shave (a Roman habit they apparently got from Alexander), anything that Alexander did seems to be considered 'great'.
But, political correctness aside, let's not just yet dismiss 'the accomplishments of Alexander' as just a matter of Eurocentric ('Western') bias.
Alexander was astoundingly vastly outnumbered when he fought and defeated the Persians, a traditional enemy that had repeatedly attacked Greece. His victories thus seemed not just great but necessary, just and a continuation of that tradition of heroism (Thermopylae etc.) that was believed to define the civilised world vs that of the 'barbarians' (non-Greeks). It is that same tradition that the Romans, who used Alexander as an exemplum of moral qualities, felt they were continuing when establishing their empire.
And of course, much of European history on the ancient world was based on Roman sources.