Maybe because the age 41 light middleweight Thompson beat Haye?
What losing to a former cruiserweight champion in one of your very early fights after battering him around the ring is worse than losing to a no name fighter. Haye has improved significantly since then and i have no doubt the Haye that beat Enzo and Mormeck would have likely knocked out Alexeev. Axleev seems to have solid boxing skills but he is just to stiff and upright to beat Haye plus he has no upper body movement, Haye has always done very well against guys like that.
You can see highlights of the fight here
http://www.boxing.de/videos/videos/article/best-of-vorprogramm-alekseev-verliert-ueberraschend/467.html
from the previous fights i have seen he looked very stiff and straight up but i didnt think he would lose. I don't know why anyone thinks he would beat Haye.