Greece is terror friendly. Anti-American hatred goes back decades, rooted in strong left wing parties. American diplomats have been murdered there in the past; by Greek leftists. Greek security services have been lax at monitoring Muslim terror groups.
That said, the embassy should have been largely empty at the time the blast was reported. Some USMC security guards, perhaps a Duty Communicator and a few sloppy, sleepy, Athens cops near the entrances. Let's pray no one is hurt.