IIRC, Big Al did not want to stop but his army refused to go any further. Not the first time his army “went on strike” but his time the army really meant it. “Enough! Lead us back to Greece (Macedonia)”. Big Al reluctantly agreed and then choose the hardest possible route (thru the desert) to punish his army for there refusal to continue.
That’s one version of the story — they had a bridgehead, no one wanted to cross it, because it turned out that Aristotle had been dead wrong about the size of the world, and they had weeks of marching just to reach the next adversary, and it was weeks beyond that to finally reach the sea again. One of the men stepped forward and suggested that Alexander had proved his point, avenged the Hellenic world on the Persians, that it was time to set a limit. Alexander had omens taken, they were unfavorable, so he set up a marker that said, “this is where Alexander stopped” (no longer exists, or long lost, or the story is BS). My guess is, this was a later legend to explain his decision, which was probably made without counsel.
He set his men to work building ships; most of the army and camp followers went aboard, he led the rest of his army along the banks of the Indus, they had to fight their way through a few more times, but emerged at the Erythraean Sea (Indian Ocean, also the Red Sea, Gulfs of Suez and Aqaba, the Persian Gulf, the Bay of Bengal, etc); the ships went ahead to Mesopotamia, most of the land army went back via a common route, while Alexander led a smaller part of his forces back overland through the desert (again, according to surviving sources), part of his continuing survey of his conquest, thinking about colonization prospects.
Michael Wood’s “Footsteps...” documentary is entertaining, but relies too much on Curtius, who wasn’t really writing a history of Alexander, and lived in imperial Roman times, and made up atrocities and stupidities he attributed to Alexander. Wood also refused to say the word “Israel”, and took every anachronistic modern fairy tale about Alexander at face value.