All of the Prophets who came before Muhammad (peace be upon him) were sent exclusively to their own people. Muhammad (peace be upon him) was the only Prophet to be specifically sent with a message all humanity.
Allah declares in the Qur'ân: "Say (O Muhammad): Indeed I am Allah's Messenger to you all." [Sûrah al-A`râf: 157]
The Prophet Muhammad (peace be upon him) said: "Each prophet used to be sent to his own people, whereas I have been sent to all humanity." [Sahîh al-Bukhârî]
The Qur'ân makes it clear to us that the message of Jesus (peace be upon him) was specifically for the Children of Israel. He was not sent to other nations, like the Greeks and the Romans. He was not sent as a messenger for all humanity.
Allah tells us that Jesus says: "O Children of Israel, I am Allah's messenger to you, confirming the Law (which came) before me and giving Glad Tidings of a Messenger to come after me, whose name shall be Ahmad." [Sûrah al-Saff: 6]
Allah relates to us in the Qur'ân the following exchange that took place between Mary (peace be upon her) and the angel: "She (Mary) said: 'My Lord! when shall there be a son (born) to I me, and man has not touched me?' He said: 'Even so, Allah creates what He pleases; when He has decreed a matter, He only says to it, Be, and it is. And He will teach him the Book and the wisdom and the Torah and the Gospel, and (appoint him) a messenger to the Children of Israel…" [Sûrah Al `Imrân: 47-49]
We find the same meaning expressed in the Bible: "I was sent only to the lost sheep of the house of Israel." [Matthew 15:24]
However, just because Jesus (peace be upon him) was sent with his message to the Children of Israel does not mean that others were not allowed to embrace that message. Everyone who believed in Jesus (peace be upon him) and responded to his message are rightly counted among his followers, even if they were not from the Children of Israel.
The idea that the message of Jesus (peace be upon him) is a universal one was not propounded by anyone before Paul, who was formerly known as Saul. He claimed that he had received an order from Christ to preach his message to all nations.
Though Jesus (peace be upon him) was not sent to other nations like the Greeks and Romans, that does not mean that no messenger had ever been sent to them. We know for a fact that Allah sent messengers to all nations, since Allah says: " And verily We have raised in every nation a messenger, (proclaiming): Worship Allah and shun false gods." [Sûrah al-Nahl: 36]
Allah also says: "Lo! We have sent thee with the Truth, a bearer of glad tidings and a warner; and there has never been a nation except that a warner hath gone among them." [Sûrah Fâtir: 24]
Allah does not hold anyone to account without first establishing the proof against them by sending them messengers. Allah says: "We never punish until we have sent forth a messenger." [Sûrah al-Isrâ': 15]
Therefore, we can be certain that at least one messenger had been sent to every nation. We might know the identity of this messenger or we might not know it. Various hadîth in Musnad Ahmad and Sahîh Ibn Hibbân indicate that there were 124,000 prophets, among whom over 310 were messengers.
If we study the history of the Greeks, we find that in spite of their widespread idolatry, we find instances where the effects of prophetic teachings seemed to have had an influence. Consider Socrates, one if the three most important Greek philosophers. (The others who followed after him were Plato and Aristotle.) All of these philosophers lived before the birth of Christ (peace be upon him).
Socrates called the people to worship the one and only God and he forbid the worship of idols. He was taken to task on account of this and forced to kill himself by drinking hemlock. His beliefs about God were the reason for his death, and not his political views, as some people claim.
As for his student Plato, he adhered to Socrates' beliefs in this matter. However, he did not openly proclaim these beliefs and condemn idolatry in the way his teacher did. Probably, he restrained himself from doing so when he considered what happened to Socrates.
Socrates' monotheistic teachings may have been one of the lasting effects of the teachings of a much earlier prophet who had been sent to the Greeks and who had been forgotten to history. Alternatively, Socrates might have been influenced by the monotheistic ideas that were prevalent in nations where prophets had been recently sent, like the Levant. Syria and the Levant are quite close to Greece and many Greeks were known to have traveled to those areas. Socrates was one of them.
And Allah knows best.