Yeah, I didn't know about that either until I made the quiz. It's also interesting to notice the names where Greek _doesn't_ do that, but instead just uses a fricative. (e.g. "Duvlin" or "Mathrid".) These are a tip-off that _our_ alphabet used a voiced plosive to denote some sound that _it_ didn't have, and that these names aren't pronounced exactly the way we tend to imagine them to be.
I'm not Greek but I know this: the beta, delta and gamma in Ancient Greek were pronounced as b, d and g are in Latin. At some point people started pronouncing them as v, dh and gh/y. But since most languages still have voiced plosives (b, d, g), Modern Greeks need a way to spell that too. Interesting quiz by the way!
I wouldn’t have done so well before I made my own quiz that included converting country names to Greek, but I did so much work on it there that I learned how the language transliterates to English.