Just to let you know what happened in the end.
It took MileagePlus about 2 months to reply to my request. They said that the miles can be removed but MileagePlus will not write a confirmation about the removal and notify Aegean about that.
I then sent a formal letter to the CEO of Aegean Airlines. Within 1 week (and it takes 2 to 4 days to send a letter from Switzerland to Greece) I got a reply from someone at Miles&Bonus that out of courtesy the flight was credited to my account.
I even got 1184 miles which includes a 50% bonus. I think I was only eligible for 500 miles. On SAA you earn 150% for quite a lot of economy fares. At the moment I am waiting for 9000 miles which I will get for my flight from FRA to CPT via JNB.
I still have the 789 miles which were wrongly credited to MileagePlus.