That's true - all UK phone companies cap their 'unlimited' data if you are roaming.
You'd be better buying a Greek sim once you arrive - see this page and in particular this bit
"If you only need data, though, there’s a better option. Vodafone’s awkwardly-named Giga WiFi on the spot offers some of the best-value data in Greece, where you’ll pay 4.95€ for 10GB of data or 9.95€ for 40GB, valid for a month. You’ll need to ask for this specifically, as it’s a different, data-only SIM that doesn’t include calls or texts. "
https://toomanyadapters.com/buying-sim-card-greece/