NJT, welcome to FT.
Whilst you don't say what fare classes you're travelling in, it's not so important with UA because their earning rates in A3 have been decimated recently and therefore nothing earns more than 150%, and that's First. Most fares earn 50% or 100%.
On your flying pattern, you're not going to be able to reach A3 Gold unless every trip is coast-to-coast in F. It sounds like that's not the case.
Earnings for A3 flights in Mileage Plus aren't too bad - I think every booking code earns something, and many Y fare buckets earn at 75% or 100% [assuming you're not ticketed on 016 stock, and if you are you get the standard multipliers], which isn't generally too bad for a European airline.
My advice, particularly given you usually take UA - as you already have a start, continue to credit to MileagePlus. If you can reach status with UA, the home benefits such as free E+ seating will be far greater than anything you'd get with Aegean.
Do make sure your flights within Greece are operated by A3 - if they're actually OA (Olympic) flights, they are not a member of *A (even though wholly owned by A3), and therefore you can't earn on them other than in Miles & Bonus.