True; he went East as he did for several very good reasons, but if he did want control of all Greeks because Panhellenism, Rome would be a threat to Magna Graecia, so he'd want to show them who's boss. Conquering Rome gives him a well covered base in Sicily for campaigning against Carthage, the real prize in the west.I personally doubt Alexander would even want to conquer Rome. There's no glory in conquering a small Italian power, after all.