The statement that best describes the process Alexander the Great undertook to build his empire from a lens of historical empathy would be:
"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 was diplomatic and embraced local cultures and religions to build his empire."
This response captures the complexity of Alexander's approach, acknowledging both his military conquests and his efforts to engage with and integrate into the cultures of the regions he conquered, which reflects a more empathetic understanding of his motivations and actions.