I think such a strategy would be doomed to failure for, yes, you've guessed it, supply reasons! The route is largely moutainous and, at this period sparsley populated and thus thinly cultivated couple this with it being inland and hence unsuppliable by sea and you have a disaster of Gedrosian proportions. Lysimachos suffered similarly when he made his push against Dromichaites and the Getai.
These fragile lines of communication would be running through hostile territory too, unless Alexander spent years in pacification and assimilation, which he had not done in the East.
When Theodoric and the Ostrogoths moved against Rome at the end of the 5th century from Greece and Macedonia the provinces were much more developed, he had assistance from the Eastern Empire so was moving through friendly territory and, in any case, was attacking Ravenna rather than Rome itself. The march still took a dreadful toll.
What if Alexander had lived?
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