Most countries, particularly in military areas, will arrest you for going near such areas and taking photos and notes and other such things.
It's not uncommon.
In the marine base near to me, there is a cycle-path running alongside it where you can see the local SeaKing Helicopters used for Search and Rescue with the RNLI and Emergency Services.
But it's illegal to take photos anywhere near the base, particularly at the base. It's like a massive fine and the chance of prosecution.
These two were a bit silly in not asking for permission from the Greeks. They're not unlikely to recieve it if they explain their purposes and such and ask. A bit of common sense would have worked here.
It's bizarre to think you can just walk near military encampments/bases and just start taking photos, videos and recordings.