Alexander was associated with the Egyptian sun god, Ra-Ammon. He claimed to be Ammon's son, and was depicted with ram horns on his coinage to emphasize this link. Ammon was a sun god just like Helios, and the Greeks often added gods from other cultures into their worship or associated gods with the same sort of roles as the same deity. Most pertinently, some monuments even exist with the name "Ammon-Helios" carved on them, suggesting an association between the two sun-gods. Because of this sun-god association which was part of Alexander's public image, there were several statues made where he's depicted as Helios; that is, Alexander is being presented in the form or with the appearance of the god on purpose. Those links are a couple of them. There's at least 4 or 5 surviving examples of these Helios-Alexander statues.

And what did people make of it? Associating himself with sun gods was very purposefully part of Alexander's public relations, if you will. It was done to try and make people admire Alexander. People likely wouldn't have been too bothered by this kind of propaganda, as several other Greek rulers also did so and, as you likely know, there was a long tradition of mythology involving children of gods and humans.