Hello,
Actually, it is the default functionality of the Woocommerce plugin, this field has set as optional and required on the country basis. If you change the Country from Greece to any other country like Pakistan then you will see that the state and county field is required field but not for Greece. So if you want to make it required field then you should customize the Woocommerce plugin.
It requires customization to achieve that functionality and this is beyond our limitations and support policy.
Best Regards.