For no reason other than the fact that it allows Alexander to pull a Xenophon (which he would probably enjoy, even).
Speaking of what Alexander would probably enjoy...
As a matter of fact we don't know how Alexander would react to losing a battle where he was personally in charge.
We know that in OTL he acted suicidally when he didn't have the success he counted for - that was in India when he jumped alone from the wall into the town full of enemies.
My point here that there's a scenario when Alexander would lead his faithful companions to a suicidal charge, attacking the Persians immediately, the next day after the disastrous annihilation of the infantry - waving the head of Darius, stuck on the head of a spear.
That's what he would enjoy - glorious death, pretty much in his character, "fame or death" I mean.
Actually not the least probable variant.
Then there goes one more scenario:
After hearing of the lost battle and Alexander fleeing to Macedon, Antipater rebels and proclaims himself the king of Macedon.
From the first glance that seems as the most outrageously improbable thing, but in OTL Antipater was loyal to Alexander, who had the most efficient army in the world, to Alexander who never lost a battle and to Alexander who was adored for that by the Macedonians.
But here we have Alexander with a few thousand cavalry only, Alexander the Failure, a loser, without finances; there's mourning weeping in every house of Macedonia, because every family cries over some relative killed in battle of Gaugamela because of mad Alexander.
I am not too sure Antipater would stay loyal to
that Alexander.
And some Macedonians would support Antipater, because with Alexander back, the second invasion to Asia is inevitable, which doesn't look
that attractive now. And supporting Antipater against Alexander, the Macedonians vote for more mature foreign policy.