Of course, until they got there, India was to the Greeks literally Terra Incognita - they knew absolutely nothing about it and had never had any contact of any kind with it. It is rather hard to develop an interest in something of which you have 0 knowledge.
Hm... OK, it's true that Greek-Indian connections went into high gear only after Alexander's conquests (and remained far more prevalent than we normally assume based on a standard historical narrative - there's Buddhist influences in some Greek philosophy, and certain Buddhist symbolism made it into Christian symbolism), but there are earlier links. Greek and Hindu myths have some parallels (sky-king who throws lightning bolts, check; giant mountain home of the gods, check; "lay siege to a city just to get your wife back", check), and Greek and Sanskrit share linguistic roots. So, there was indeed some form of contact between the two, although not the point that there would be later.
But you're right in that the average Greek soldier in the 400s BC didn't know any of this, and likely thought that the similarities that were were simply because that's how religion or language worked (or, more to the point, they didn't care about these things and were tired of carrying this spear across the world). Of course, many of Alexander's soldiers weren't Greek at all, but were from other areas (including India), recruited along the way (though these would have been the footsoldiers and not the generals). And the question of "why are we doing this?" leads to a question of diminishing returns - not necessarily that it's terra incognita (or, άγνωστη γη) and a fundamentally hostile and foreign land, but that "I went to war to get a good pile of money and fame and bring it back home... so... I've got that pile. Now where's home?".
So, of course you're right in this, and about the idea of "we're way outside of our sphere of influence" in the larger conversation, but I do want to underline the links made between Asia and Europe in the time AFTER Alexander - Chinese silk in Roman courts, Indian-Greek kingdoms, Buddhist thought in Greece, etc. And, of course, the fate of Rome and the fate of India (and Han China, though it did not fall) were linked when Central Asian populations started to push outwards on all front around AD 300s.
Fun fact: Poland wanted to assassinate Hitler in 1936, but France and England wouldn't support them.
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