Well, yes, but he was short, so who cares what he says? (/s, obviously)
Incidentally, A. T. Great is maybe evidence that this is a modern fixation, not something that's always been with us. It's fairly clear that he was unusually short, but there's little indication that anyone thought much of it; by contrast, the idea that Napoleon (who wasn't even short!) was short was a propaganda point for the UK.
It's entirely possible that anti-short stigma in Anglo-American culture is actually born out of this propaganda, and not the other way around. The campaign was so effective that you used to hear people say ambitious shorter men had a "Napoleon Complex" -- and there's no way they would have thought that if propaganda hadn't first cemented the idea that Napoleon was short.
Caesar was Caesar, but he was supposedly pretty sensitive about his (lack of) hair, and contemporary historians (ancient Roman historians were a bit closer to gossip columnists than modern historians) went on about it a lot. You don't really seem to get the same thing for Alexander.