The last Greek city, Ephesus, will probably be well within Egyptian borders, too far for our cavs to traverse without being kicked out, making it near impossible to capture the last Greek city without sending galleons (or transports) all the way around Egyptian lands. We could ask Egypt for a temporary alliance once we're about to attack Knossos. We could even save the southern-most Greek city to lure Egyptian forces into our territory so that we can attack them. (giving Egypt a rep-hit because they're in our territory).