Didn't Alexander share a tent with his best friend Hephaestion though?

Yes and Hephaestion had died less than a year before Alexander. His body had to be physical pried away from Alexander because he wouldn't leave it for the entire day. He wept and didn't eat for three days after and had the doctor looking after Hephaestion hanged. He declared an empire wide period of mourning. They also both married daughters of Darius and Alexander hoped that a child who was related to the both of them would one day rule. You know ... normal heterosexual things.

Hephaestion's wikipedia page is where they put all the gay stuff since I guess it's too offensive to have in Alexander's.