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 the complexities of Alexander's campaigns, recognizing both the violence and the moments of cultural integration, which reflects a nuanced understanding of historical figures and events.