Like I assumed the reason for this is cities assigned due to war claims. This assignment is primarily based on war maps and distance. However, there was no requirement for the war to be significant enough to justify the assignment. I addressed this by adding both a minimal war duration and a minimum war success. I also think Persia acquiring cities in Europe goes too far in general, so I lowered their war map value for that part of the Greek world so that it is below the required threshold.I have a save (from yesterday). Capture Athens and Greece will collapse.
Spoiler :
Spoiler ps :It looks like I should have waited for a while for greece to do something with conquerors.