Is this true?

[Africanvs]

We don't have any account of Alexander's campaign in full but for Arrian, a Roman governor of Anatolia in 2nd cent. CE.

Aside from Arrian there is also Plutarch, Curtius Rufus, and Diodorus of Sicily, but the campaigns of Alexander didn't involve Rome so it would make sense that they would not have any self-inerest to be biased. Besides, Arrian and the others based their writings on those of Cleitarchus and Ptolemy, who based his writings on Callisthenes, primary sources that are now lost to us.

We don't have any account of Hannibal but for Polybius, a Pro Roman Greek. We don't have any account of the destruction of the Temple and Jerusalem but for Josephus, a Hebrew who many have accused as Pro Roman, but without whom, we would have no knowledge whatsoever of that time.

On these points I agree with you. All of these sources involve Rome and since Rome dominated the world at that time, anyone casting Rome in a negative light would have been considered un-patriotic and their works would not likely have survived. It kind of makes one wonder. The worst thing that could be done to a people was to attempt to erase them from memory, leaving only whatever tale the victor wished to tell of them. For example, we know little of Carthage and Troy because their conquerors simply erased those cities from the earth as best as they could.