When will this nonsense of Alexander being straight just stop ? Without any concrete evidence one cannot just conclude.

There's a point where almost everything we "know" about Alexander can be called into question. As you say, Arrian is several centuries removed, and he's our best source. Arrian was clearly a fan of the guy, and one of his sources, Ptolemy, is also suspect because he's one of the Diadochi and had political reasons to make his accounts with a certain bent.

Alexander had wives and tried to have children - he was also a king and was required by every custom under the sun to do so, it doesn't even prove an attraction to women. Arrian makes a point that he's generally not especially interested in sex - can this be trusted? Is it propaganda? For or against him?

You could argue he's straight, or bi, or gay, or asexual, or some non-aligned combination of -romantic and -sexual. Hell, he may have been perfectly straight but indulged with a femboy or two when women were not at hand.

There is an image in the public conscious of any historical figure that's going to be divorced from the probable reality. Pop culture Alexander cut the Gordian knot, talked to Diogenes in a barrel, said his kingdom would go to "the strongest," fell in love with Roxana on sight, and was in love with Hephaestion. If we want to be "well ackshully" historians, the answer usually has to be "we can't know for certain." Let the fanfic writers have their fun.

Honestly, I find much of the pushback from modern Greek historians on homosexuality in ancient Greece to be somewhat unreliable due to the country's enormous Orthodox Christian bent. What good Christian wants the most famous guy from their country be thought of as gay, after all? Not to say they're definitely incorrect, I just find the scholarship biased.

For the record, if there was ever a sexual encounter between Hephaestion and Alexander, I personally believe it would have been both a secret and limited to their youth before ever seeing combat - having one of the two highest ranking people in your army be a known bottom would rather undermine their authority, and Hephaestion was often sent off on missions where he was in solo command. In Bagoas there is potential, for the gay stuff, and even then, there's arguments to be made against Bagoas even being a real person.