It's not the taxes that you're avoiding, it's just a difference in pricing for different markets. For example, if I buy a ticket HNL-OGG, I don't pay any Canadian taxes no matter how I buy the ticket, just whatever local taxes apply. Works same for your itinerary. I would bet my bottom dollar the reason prices are different is because the airline is setting one price for the Europe market and another for tickets purchased in Canada. They may have to raise the prices here to cover things like CRS participation which, of course, they don't when selling direct to pax over their own website.

BTW, I really, really liked my Aegean Air flights I took ATH-RHO-ATH-JTR-ATH in spring '01. They looked like first class compared to the OA flights I've taken in the past. Enjoy Rhodes!