Why do Greek men act so strange when it comes to women? They seem to feel like they can come and go as they please and that woman are inferior. The Greek culture seems very sexist.

It is. Not that there aren't Greek men who want an equal and loving relationship with a woman.

In Greece, women don't go anywhere unescorted. That would seem to mean that they need protection and that they are considered prey.

Just a cultural thing, look at countries in the middle east.. they do the same thing to a degree much higher than Greece. They might love there woman but not respect them to the same degree as in other countries.
It's like simoneaugie said.. they're considered prey and need to be protected- that's just the culture.