We don't know that the large wyvern present was Bahamut. Also I don't think there was any indication of Alexander existing anywhere yet. They have mentioned dragons in the game, particularly in reference to Coerthas and Ishgard. Considering their close proximity to Mor Dhona (as well as to the north), it's entirely possible that the Garleans pissed off some rather large dragons. There was talk in one quest (forget which) about dragons not getting along well with humanoid races very much.