[Peptobismol]

namaste.

The narration as given here seems to be one made up into an urban legend. A more authentic version of it is perhaps given by YogAnanda in his 'Autobiography', which, briefly, runs as under:

Shortly after the Greek warrior had arrived in Taxila in northern India, he sent a messenger, Onesikritos, a disciple of the Hellenic school of Diogenes, to fetch an Indian teacher, Dandamis, a great sannyasi of Taxila.
...
"Alexander is no god, since he must taste of death," continued the sage in quiet scorn. "How can such as he be the world's master, when he has not yet seated himself on a throne of inner universal dominion? Neither as yet has he entered living into Hades, nor does he know the course of the sun through the central regions of the earth, while the nations on its boundaries have not so much as heard his name!"

After this chastisement, surely the most caustic ever sent to assault the ears of the "Lord of the World," the sage added ironically, "If Alexander's present dominions be not capacious enough for his desires, let him cross the Ganges River; there he will find a region able to sustain all his men, if the country on this side be too narrow to hold him. 41-4
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"Should Alexander cut off my head, he cannot also destroy my soul. My head alone, then silent, will remain, leaving the body like a torn garment upon the earth, whence also it was taken. I then, becoming Spirit, shall ascend to my God, who enclosed us all in flesh and left us upon earth to prove whether, when here below, we shall live obedient to His ordinances and who also will require of us all, when we depart hence to His presence, an account of our life, since He is Judge of all proud wrongdoing; for the groans of the oppressed become the punishment of the oppressor.

"Let Alexander then terrify with these threats those who wish for wealth and who dread death, for against us these weapons are both alike powerless; the Brahmins neither love gold nor fear death. Go then and tell Alexander this: Dandamis has no need of aught that is yours, and therefore will not go to you, and if you want anything from Dandamis, come you to him."

With close attention Alexander received through Onesikritos the message from the yogi, and "felt a stronger desire than ever to see Dandamis who, though old and naked, was the only antagonist in whom he, the conqueror of many nations, had met more than his match."
...
Alexander succeeded in taking out of India, as his teacher, a true yogi. This man was Swami Sphines, called "Kalanos" by the Greeks because the saint, a devotee of God in the form of Kali, greeted everyone by pronouncing Her auspicious name.

Kalanos accompanied Alexander to Persia. On a stated day, at Susa in Persia, Kalanos gave up his aged body by entering a funeral pyre in view of the whole Macedonian army. The historians record the astonishment of the soldiers who observed that the yogi had no fear of pain or death, and who never once moved from his position as he was consumed in the flames. Before leaving for his cremation, Kalanos had embraced all his close companions, but refrained from bidding farewell to Alexander, to whom the Hindu sage had merely remarked:

"I shall see you shortly in Babylon."

Alexander left Persia, and died a year later in Babylon. His Indian guru's words had been his way of saying he would be present with Alexander in life and death

As to the question why our jnAnis did not drive the Moghuls away, the answer could be that they refrained from intervening the divine will.