The same reasons Greeks, claim that the Southern part of Macedonia, Aegean part is ethnically Greek, modern Geopolitics, I don't think this is the right place to ask. Only after the second world war and the Greek civil war did that place become predominantly Greek, and there are not any Slavic Macedonians, only Macedonian, there language and cultural heritage is different from the Greek. More on the topic of Alexander the Great/Macedonian can be found in this post. And here are some ethical maps of the region. From a previous post of mine : They are not, although similar, the are a different group of Slavs. For starters both languages are of the same slavic group, south, and same sub group , southern south slaves, however they are different because the Bulgarian, modern is based on the dialect of Varna, north east of Bulgarian, and and Macedonian of the dialects of Ohrid and Veles, south-west of macedonian. The folklore is similar. The confusion stems up from the Bulgarian territorial aspirations of conquering Macedonia, after Bulgaria received its independence in the second half of the XIX century. I wouldn't discuss it because it will turn into a flame war, and I don't want to speculate. Here are some ethical maps of the regionfrench map 1918 another map
The following is not mine, but from a moderator. More can always be said, but definitely check out this old answer from /u/iphikrates on Alexander.