At the same time to handwave away all attempts at classification because the lines are blurry does no help for our understanding of history.
And in the case of the Greek kingdom at topic, it was founded by a Macedonian, populated by Greeks and Macedonian veterans of Alexander's campaigns (who, yes, took local brides and so whose children are that gradient), with a polity modeled in Greek tradition, speaking Greek and Macedonian.
Are you forgetting the part where Alexander and successors deliberately tried to incorporate Persian and Indian culture into their own? Yeah the conquerors were Greek and Macedonian, my point is they weren’t chauvinistic about their culture like we might expect, Alexander in particular loved some of the cultures his conquests brought him into contact with.
And in the case of the Greek kingdom at topic, it was founded by a Macedonian, populated by Greeks and Macedonian veterans of Alexander's campaigns (who, yes, took local brides and so whose children are that gradient), with a polity modeled in Greek tradition, speaking Greek and Macedonian.
https://en.wikipedia.org/wiki/Greco-Bactrian_Kingdom