The one.one.one.one link from above is showing Cloudflare’s AS number, so you might want to disable WARP / Zero Trust temporarily, while checking the AS number through one of the above websites.
If we should look further in to why you are not being routed to a facility within your own country, that would be mandatory.
The closest physical location to Greece, where SpaceX is available for peering with other networks, is the location you see, Sofia, Bulgaria.
As SpaceX is NOT available within any interconnection facilities (facilities where SpaceX connects to other networks) within Greece, SpaceX is taking the traffic to somewhere else, in order to pass it on to other networks there.
In your case with Cloudflare, that means they are taking traffic towards Cloudflare to Sofia, Bulgaria, and passes it on to Cloudflare there.
If you want SpaceX to be able to pass on traffic to Cloudflare locally (within Greece), then that will be a suggestion you need to provide to SpaceX.
So the reason is exactly what was mentioned within @fritex’s message above:
I will therefore suggest you to contact SpaceX, in order to request that they expand their network to Greece as well, so that it will become possible for SpaceX to peer with Cloudflare there.