With the fall of the Macedonian Empire, with no succesion after the death of Alexander, the generals at each other throats not even the body cold yet, this showed, to me personally, this Empire, wasn’t going to last if there was literally no strong successor to take over the mantle, with Alexander the 4th a child, these generals became ambitions, i’m especially looking at Ptomely and Cassander. But, if Alexander still had lived and Alexander 4th was to be the successor it may have lived another while longer, and would it have influneced the world just as Rome? That is probably hard to say, since that is a guessing game. But It would without a shadow of doubt, history would have been different if the Macedonian Empire lasted a bit longer.
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It certainly would have been different. Personally I’m in the “Alexander the Meh” camp. His memory and the squabbling that followed his death are certainly influential in world history, but he himself basically just romped is army around the world, and, as you noted, didn’t think at all about actually establishing any form of hegemony or government.
He was important. I don’t think he was that great 
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Arrian of Nicomedia, Anabasis of Alexander, Book VII, 30.1:
“Whoever reproaches Alexander, let him not reproach him by bringing forward only those things that are worthy of reproach, but let him gather together into one place all the deeds of Alexander, and then let him consider who he is himself, and with what fortune he is endowed, that he reproaches one who became so great a man, and who came to such a height of human good fortune, becoming most indisputably king of both continents, and reaching out to every land by his name—he reproaching, who is himself smaller, and who labours at small things, and not even these in good order.”
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Thinking about Alexander and the Macedonian empire, it is somehow sad and perhaps even unbelievable that the crucial role of his father, Philip of Macedon, rarely receives appreciation. The idea of building a ‘worldwide’ empire was his megamagnifying understanding of the expansionist ideals favoured by the Argead kings at least since Alexander I Philhellene. A long tradition for Alexander III to build upon and maximise.
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Without Philip, the macedonian army would not have been such a fighting force, that won’t have conquered Persia. Only happened because Philip was a hostage to the Thebans, if that didn’t happen, would Macedon be a hegemony in Greece?
Then the shock Alexander saw of the corruption that was happening in this empire after being forced to stop by the army. Without a shadow of doubt, alexander is a good commander leading the army, but a King also need to know how to Rule through administration.
First, I think “Macedonian Empire” is a misnomer. It was really “Alexander’s Empire”, if it was an empire at all. It was so short-lived and centered around one man… should we really call it “Macedonian Empire”?
Second, I think the problem is precisely that: It was all built by and centered by one man. It was essentially one man’s megalomania and madness that built it. Now the problem with that is that an Empire built on madness can’t last once the madness ends (ie. the man dies). I find the man fascinating and I think what Alexander did was incredibly impressive and it makes sense to call him “Great”, but he should equally be called “Mad”. 