The statement that best describes the process Alexander the Great undertook to build his empire from a lens of historical empathy is:
"Alexander the Great was able to build his empire starting in Macedon. He made his way through Asia Minor, Egypt, and Persia. Throughout his campaigns he enslaved, captured, and massacred many people; however, he embraced local cultures and religions."
This statement acknowledges both the violent and destructive aspects of his conquests, as well as his attempts to integrate and respect local cultures, providing a more nuanced understanding of his actions and policies during his empire-building.