I think Dara and Ruby started off, in relatively subtle fashion, to ridicule Alex and he simply didn't realise what was going on. This seemed to encourage Ruby, in particular, to get more and more obvious in her mickey taking. Even then, Alex didn't seem to understand what was happening. He seems to be missing something - whether it is that he is "on the spectrum" as someone suggested above, or lacks a sense of humour, or is just not very intelligent, I don't know. Sometimes he appeared to be so wrapped up in himself that you wondered whether he was actually listening to what the others were saying. Whatever the reason, many of the panel's and Dara's comments simply seemed to fly over Alex's head.
He does, however, appear to be fairly thick-skinned, so his self-confidence looked to have remained intact,
He had to go, but will be missed for sheer entertainment value.