Do you have any evidence to the contrary or are you just saying that it's equally possible either was happening?
Even if there's strong support to say Alexander never pursued any homosexual relationships there's such a thing as artistic license and historically based movies are riddled with inaccuracies for whatever reason, and that's perfectly fine, they aren't advertising themselves as documentaries.
Are you really asking for evidence which contradicts a hypothetical that you have no evidence to support?
Yes there is, but you have to understand the cultural context to understand the allusions, e.g the references to Achilles and Patrocles.
> He wasn't actually that way though.
So what do you base that assertion on?