In the fourth century BC, the Greek historian Hecataeus of Abdera offered this account of ancient Egyptian history (quoted in Bernal, Black Athena, 1.109):
“The natives of the land surmised that unless they removed the foreigners their troubles would never be resolved. At once, therefore, the aliens were driven from the country and the most outstanding and active among them banded together and, as some say, were cast ashore in Greece and certain other regions; their teachers were notable men, among them being Danaos and Kadmos. But the far greater number were driven into what is now called Judaea, which is not far form Egypt and at that time was utterly uninhabited. The colony was headed by a man called Moses.”
Hecataeus reflects a standard ancient view that Greece was colonized from Egypt. The specific details are not as important for my purposes as the central assertion, namely, that at the time of Israel’s departure from Egypt some left not for Judea but to migrate elsewhere. Here, specifically, to Greece.
This makes sense in the light of the biblical account. For a year, Yahweh pummels Egypt with plagues, so much so that Egyptians can’t wait to get Israel out of their land. Pharaoh dies at the sea, and on the way out of Egypt Israel encounters Amalekites - perhaps heading toward Egypt to pick over the carcass. If you were an Egyptian living in those circumstances, would you stick around to see what happened? Some did, since Egypt survived the exodus. But it is entirely reasonable to think that others fled, and if they didn’t want to join Israel (many did) they would have fled elsewhere. Perhaps, even, north over the sea until they got to Greece.
By this account, the exodus created both Jew and Greek.