Really? Let’s look at the verses again: They ask thee concerning Zul-qarnain. Say, "I will rehearse to you something of his story. Verily We established his power on earth, and We gave him the ways and the means to all ends. One (such) way he followed. Until, when he reached the setting of the sun, he found it set in a spring of murky water: Near it he found a People: We said: "O Zul-qarnain! (thou hast authority,) either to punish them, or to treat them with kindness." 18:83-86.
The verse clearly states that Zul-qarnain (Alexander the Great according to Muslim commentators) reached the place where the sun sets and found people there! But don’t take my word for it. We should study the relevant hadith for clarification: The meaning of the Almighty’s saying, "Until he reached the place of the setting of the sun he found it set in a spring of murky water," is as follows: When the Almighty says, "Until he reached," He is addressing Zul-Qarnain. Concerning the verse, "the place of the setting of the sun he found it set in a spring of murky water," the people differed on how to pronounce that verse. Some of the people of Madina and Basra read it as "Hami’a spring," meaning that the sun SETS IN A SPRING that contains mud. While a group of the people of Medina and the majority of the people of Kufa read it as, "Hamiya spring" meaning that the sun SETS IN A SPRING of warm water. The people of commentary have differed on the meaning of this depending on the way they read the verse.
Conquered kings thronged his court,
East and west he ruled, yet he sought
Knowledge true from a learned sage.
HE SAW WHERE THE SUN SINKS FROM VIEW
IN A POOL OF MUD AND FETID SLIME.
Before him Bilqis my father’s sister
Rule them until the hoopoe came to her.)
(Alfred Guillaume, The Life of Muhammad [Oxford University Press, Karachi, tenth impression 1995], p. 12