Well, you didn't really capture it. What happen is that you captured a Greek city and let it build a settler (for you) while the city was still full of Greeks. When it was born, the settler took on the nationality of the city that birthed it. In this case it became Greek.
This only happens when none of the citizens in the city are your nationality. Even one will 'dilute' the gene pool, so to speak, and give you a settler of your own.
When this settler builds a city, it will start with a Greek population, unitl it grows. Any new citizens are yours (Maya).
This little trick lets you build 'slaves' (non-native workers) in captured cities, too.
And since their nationality is not yours, you pay no upkeep on them, whether settler or slave.
