Bearing in mind the presence of pagan mercenaries in the Byzantine army and the historic legacy of ancient Roman paganism in the culture, it seems possible that such events might have occurred at least privately if not publicly.
Old question so this might get removed as not writing fully but have you got the source? Psellos or Skylitzes?
Psellos in particular dabbled in character portraits based on pagan models so we can probably call it pagan tropes. Alexander is also stated to have dabbled in prostitutes and died while playing the an early version of polo when he should have been governing so it all reads very propaganda-y.