Why did greek immigrants come to Pittsburgh,PA?

This is a free comment, not an "answer" to your question.

I expect the situation was similar to that in other places.
A couple of Greek immigrants happened to settle in Pittsburgh,
probably getting employment in the steel mills, and then wrote home,
telling family and friends who also wanted to emigrate that there was
good employment there, perhaps also sponsoring immigrants.

Perhaps the answer to your question can be found in of these books:

1) Greek Americans: Struggle & Success, by Charles C. Moskos
http://www.transactionpub.com/cgi-bin/transactionpublishers.storefront/4516471d000f9ebcea6dc0a80a2f06b5/Product/View/0&2D88738&2D778&2D0
and
http://books.google.com/books?vid=ISBN0887387780

2) The Greeks of the United States, by Theodore Saloutos
http://www.caratzas.com/moreinfo.cfm?Product_ID=4090

You could ask your local library if they have a copy.