[Spoilers] Amnesia Plot

[Thefinaleofseem]

It was implied that Alexander may actually be Orpheus. It's a bit of a stretch, but it might fit. Hades has likely barred him from entry to the afterlife, so when he physically dies, he'll be in limbo for eternity, perhaps with Charon giving him the finger at the river Styx. That explains his lost love, his wife, whom he failed the first time around. So instead of dying physically, perhaps he feels that he can "cheat" and delve directly into the realm of the dead with the power of an orb.