Claims demand evidence.
It demands nothing of the sort. One cannot prove a negative. To hold that up as a standard for proof is absurd and faulty logic.
What can be said is that there is positive proof of Alexander's heterosexual activity: offspring. There is no positive proof of homosexuality. Therefore all indications show that Alexander's sexual activities were hetero and nothing else.
Now, with that positive assertion, it is up to the other side to disprove the statement with a single contrary example. That's the way proof works.