Half of Greece (the islands) was a colonial outpost for various Italian republics—mostly Venice and Genoa. But that was a very, very long time ago, and Greeks have forgotten that, for example, Cretan villagers welcomed the Ottomans as relief from Venetian feudalism. What was left behind was significant cultural transmission from Italy to Greece: a lot of vocabulary, and some material culture, again particularly in the islands.
For example,
Crete is famous for its small cheese or herb pies, called Kalitsounia. They resemble a common cheese or stuffed pie with the principal difference of its filling and serving variations.
I only worked out last year where the word comes from.
Calzone. And, Wikipedia tells me, Calisson.
So there is cultural familiarity. There’s some shared vocabulary. There’s physical similarities. And as Konstantinos Konstantinides points out, there’s no recent border hostilities, apart from WWII. (And when Griko-speaking Italians were part of the occupying forces, Greeks were delighted to meet them: “You can’t be fascisti! You’re our brothers!”)