Genghis Khan isn't as glorified as the rest, because, ..., he's not white/European. He's glorified in Mongolia and some other Asian countries, but not in the western world.
But the rest of them? Yes, we do. Maybe not always so overtly, but the implied greatness of most of these figures is tied to how much wars they waged and how many peoples they subjugated. And if you simply go to any primary or middle school and ask the kids who are into history, you'll find lots of boys (mostly boys) who will rave on about how this or that was the absolute GOAT.
I think you are right. But I don't think that's the whole story.
I think it is also just the fact that they were the winners of history. And we like winning more than we like being moral.