That was just an example to show how west portrays history of world and themselves as good and great.
When Alexander came to India, he had soldiers full of Greeks, Persians army and Persian tribes. So they might be from soldiers of Alexander's army but it is likely that those soldiers were Persians as you said.
When we say we have no Indian ancestory, you get problem. When some of us say that we have Indian ancestry (including me) then you get problem again.
What is so funny about it?
Yeah, it seems so. My grandparents did migrated from Uttar Pradesh. Some website also say about us that :
The history of the Suleria is well documented in the Census Report of the Punjab 1883 by Denzil Ibbetson, and the Census report of the Punjab 1892, by H.A. Rose.
“a tribe of Rajputs who trace their descent from one Raja Saigal or Shal of fabulous antiquity, and from his descendent Chandra Gupta. They say that their eponymous ancestor came from Deccan in the time of Sultan Mamdah as commander of a force sent to suppress the insurection of Shuja* (*Shaikha is the usual form of his name) and settled in Sialkot; and that his descendents turned Muslim in the time of Bahlol Lodi. They are for the most part Muhammadans, but still employ Brahmans. As a rule they do not marry within the tribe."
We all have Indian ancestry. We cannot deny it.