Greece was affected: in 1800 half the population of Crete was Muslim, and those were converts, not settlers from Turkey.
There’s a very simple answer to why Greece, and much of the Balkans, did not have the same outcome as Syria or Egypt: Greece was conquered by the Ottomans. And the Ottomans had the Rum Millet. As People of the Book under a stable Ottoman realm, the Rum Millet were second-class citizens; but so long as they paid their taxes, they were largely left alone, and they had some degree of autonomy.
The more interesting question (which I don’t know the answer to) is not Why Greece or Serbia were not islamised, but why Albania and Bosnia were.