Hmmm, interesting point. The Greeks
clearly were the first to discover Philosophy as we know it today, but the Chinese founded Taoism..? Sounds like we need to send a bug report to Firaxis, we need a patch for history to fix this nonsense right away. How can Firaxis have let this blatant bug go for more than two millennia? Did they not playtest? For shame, Firaxis!
On a more serious note:
Also, I have to say I agree with IndianSmoke. I happened to be in my Ancient & Medieval Philosophy class today, where we talked about Aristotle; and it was mentioned that he lived during the same period as Alexander and not only that, taught Alexander. (This is how he was granted to plot of land upon which he built his own school)
So anyway the point is that after class I had remembered reading this topic and asked him the clarify the debate I have heard on this (didn't say it came from a Civilization forum, haha) and he said that basically at the time Macedonia was indeed Greek, just that the Athenian Greek people saw them as strange hill-people Greeks. But Greeks, none-the-less. It doesn't matter that they are different today and are Slavic, because in the world at this time this area was Greek. Kind of going along with what IndianSmoke said.
Alexander is just as Greek as Aristotle is, who has no such debate over his ethnicity, and Aristotle was also born in Macedonia.