There's no reason why Wonder Woman should look Greek. In mythology, the Amazons were the enemies of the Greeks. The whole point of them was that they were a barbarian culture from a remote, alien land and represented the "evil" opposite of Greek gender values. In mythology, they're generally said to be from Scythia -- the modern Ukraine -- or Turkey, though some sources put them in Libya instead. They may have been inspired by real-life Asian horse nomad cultures from the region, in which gender roles would've been fairly egalitarian. So if anything, one should expect Amazons to be more Middle Eastern or Central/Southwest Asian.
Although DC Amazons are a multiethnic nation of refugees from cultures all over the world, at least in the post-Crisis/pre-New 52 era. Not to mention that Diana was molded from clay, so heredity really isn't a factor for her.