Alexander certainly noticed the rapid evacuation that was going on near him all throughout the night.
After all, thirty thousand people and close to fifteen thousand draft and combat beasts moving about was kind of hard to miss given the amount of noise they made.
There was also the not-so-subtle clue that nobles had come to him requesting a prisoner deal, which typically indicated the end of a battle or at least a ceasefire.
Hence Alexander knew the enemy would not leave Zanzan soon.
But even knowing this, even as the enemy was slipping through his fingers as some would say, he still let them complete their departure with virtually no resistance.
After all, it was dark and he had little cavalry.