While there are others a little more knowledgeable than I on the
possible reasons for the transfer of your case to Athens, I would
speculate that it is due to the fact they are short-staffed in Cairo.
On the surface, your case doesn't sound that different than the other
Egyptian husbands & wives currently on this NG who are having their
cases adjudicated in Cairo. Since you and your wife did DCF (Direct
Consular Filing), fingerprints are the normal course of events as well.
I'd do a search on "Cairo" on the NG and read a bit of our experiences.
While the wait seems eternal, in the grand scheme of things you are well
within the limits of what's "normal" in this viisa world. As I said, my
guess is your case was transferred for pragmatic reasons and not for any
suspicious reasons.
It can't hurt to call or email the Consulate again
and inquire about the reasons for the transfer. Ask them is it for a
specific reason or because of a backlog. In the meantime, read some of
the other Cairo-related threads here so you can realize a) you're not
alone and b) this is not so unusual.
Hang in there,
Patty Khadijah