It's interesting to note that Alexander did have courtiers tasked with writing down his exploits. Yet it was Caesar's books that were to be passed down through the centuries, and still read over 2000 years later. Why? Hard to say, but I wouldn't be surprised if part of the answer was that Caesar had more literary talent than Alexander's courtiers. I've come close to buying a copy of Caesar's
Conquest of Gaul a few times myself, yet I don't even know the names of the contemporary books from Alexander's conquests.
I've also heard that while the Macedonian soap opera would indeed make for a fantastic basis for a TV show, it can be very convoluted and difficult to wrap one's head around, which may have deterred some who would otherwise have made dramas based on it. Still, from what I have heard about it, I'd certainly be interested in hearing more. Alexander's mother Olympia personally leading armies against some of his former generals after his death (and effectively, for a while; no one wanted to be seen as the one fighting Alexander's mother); Alexander's body being stolen due to possessing it being seen as giving legitimacy to one's claim to power. And more betrayal than you can shake a stick at.
Really, whoever wrote seasons 1-6 of Game of Thrones should probably make that their next project. Just make sure they don't include anyone involved with writing the second half of season 8 (and yes I realize that most people probably were involved in both).
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I think it depends how one looks at it as to who had the greater legacy. Alexander did, of course, have a huge impact, tying together much of the Greco-Persian world in a way it had not been before. But his kingdom fragmented into the warring Successor Kingdoms, which would fade in power relatively quickly. Caesar's adopted son Octavian succeeded him as Augustus, albeit after a decade and a half of conflict, and Caesar's changes to the form of government lasted for five centuries.
Though perhaps it's a matter of terminology. From a cultural impact standpoint, a good argument could be made that the spread of Greek culture through Anatolia, the Middle East, and Egypt was attributable in large part to Alexander, and it lasted a millennium or longer, whereas Caesar spread Roman culture to the relatively small area of Gaul and Britain.
As for the deaths... Caesar's death lends itself to drama; according to Plutarch, he had been warned that harm would come to him no later than the Ides of March, and remarked on the Ides that the Ides had already arrived; a seer responded that they had arrived, but were not over. And later that day he was killed by a few senators. But let's not pretend he didn't have plenty of enemies; there would not have been a civil war afterwards if it had been a rogue few senators and everyone had loved Caesar. You didn't need to wait 1500 years for Shakespeare to write a play about it to have a drama.
Alexander, it's true, did conquer the world while still a young man, and that story does have its appeal. But of his death, far less is known, and the story is not to strong. Was it poison? Illness? Caused by or exacerbated by excessive drinking? No one really knows, and that might even be by design. With Caesar, there's a story that fits right into the climax of a play, with Alexander, there's an unexpected and poorly explained death.
Caesar got a salad named after him. Have any popular restaurant dishes been named after Alexander?
The one that comes to mind is a drink, the Brandy Alexander. Which is (arguably) named after Tsar Alexander II, who was named after his uncle Alexander I, who was named after Alexander Nevsky. Was Alexander Nevsky named after Alexander the Great? I do not know. But perhaps the Brandy Alexander, through a few degrees of indirection, owes its name to him as well.
