I'm not sure he needed to marry Cleopatra, actually - not in the sense of divorcing Calpurnia to do it, at any rate. I think that Caesar's plan for global rule was, essentially, to find horses for courses - to rule as a Roman magistrate in Rome, a Hellenistic monarch in the Eastern Mediterranean - and, no doubt, had he conquered Parthia, as the heir to Alexander in Persia. Egypt would have been a special case - if Cleopatra was the new Isis, then he could easily have posed as the new Osiris, and cast Caesarion as Horus, without actually going through anything that the ROMANS would have recognised as marriage. But that's all speculation, of course!