Caesar didn't weep in front of the statue of Alexander at Gades, Suetonius says he sighed, or groaned:

ubi cum mandatu praetoris iure dicundo conventus circumiret Gadisque venisset, animadversa apud Herculis templum Magni Alexandri imagine ingemuit

When he was going around the courts to give justice with the mandate of the praetor he came to Gades, and having noticed the statue of Alexander the Great at the temple of Hercules he groaned

The verb ingemo can mean something like "to lament," but its main meaning is "to groan, sigh"--it never describes tears. The weeping comes from a similar story that Plutarch tells of Caesar's time in Spain (although Plutarch tells the story as occurring during Caesar's propraetorship in Spain, not his quaestorship), when according to Plutarch Caesar burst into tears while reading a history of Alexander.

Anyway, it's hardly difficult to imagine that a statue of Alexander, who explicitly identified himself with Hercules, would find itself in the temple at Gades, among the most important sanctuaries to the hero in the Mediterranean world. Whether we're supposed to understand this as a dedication by Alexander or some later dynast, or if Suetonius is thinking of this statue as being an actual cult image is more or less irrelevant and not really answerable, as is the question of whether the story Suetonius tells really happened--Caesar lived three hundred years after Alexander, and in a time when his reputation, in the wake of Pompey's successes in the east, was at a high point in the Roman and Mediterranean imagination. It's not at all surprising to find talk of a statue to him really anywhere in the Roman world, and a Roman reader would find nothing odd about it