First, soldiers don't want to
Because Alexander's expedition to India took several years, many soldiers were already very tired. The perennial expedition and fighting with Indian soldiers made the injuries of soldiers more serious, and the soldiers wanted to return to their hometown. There is also a lot of soldiers who want to go home to support their old age because they have won the battle continuously and have a certain wealth. So when Alexander said that he would continue to fight, the morale of the army was relatively low.
Second, I didn't know the terrain at that time, and I didn't know there were oriental countries.
When Alexander made his expedition, China was still in the Spring and Autumn Period and the Warring States Period. Because there was no such thing as a world map at that time, Alexander thought that the Black Sea was the northernmost part of the earth, the Atlantic Ocean was the westernmost part, and India was the south. But the eastern countries never know whether it exists or not.
Third, die young.
Although Alexander wanted very much to realize his desire to explore the East, he had no choice but to return to China. However, not long after returning to his own country, Alexander died of illness, and the eastern countries that had never been on an expedition became his only regret.