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 accurately reflects the starting point of Alexander's campaigns in Macedon and highlights both the violent aspects of his conquests and his efforts to embrace and integrate local cultures, representing a more nuanced view of his historical impact.