Plato sometimes talks about Egyptian wisdom, but this was considered mainly mystical. There is in fact very little in common between Egyptian thought and classical Greek philosophy. Greek philosophy is strikingly original. I don't know about Aristotle, but Alexander certainly had both male and female lovers. A myth is an explanation which has significance for a particular culture.
Myths can be true.
The myth of Abe Lincoln's rise from a humble log cabin to the White House is, for instance, true, at least in its general outline. Etiological myths are often developed to explain how things came to be the way they are. They are stories which have great meaning to their cultures and should not be compared with scientific explanations based on modern scientific methods. Jesus was born during the Roman era, after the classical period in Greece, so the classical Greeks never heard of Christianity. Some Jews studied Greek thought, but it's not recorded that any Greek thinkers ever got interested in Judaism or the Jewish Bible.