The chance your flight from Moscow will be delayed is relatively small, as the incoming flight to DME should only have a single (domestic) flight behind it (or even none). Thus, the time left for connecting in ATH is more than enough: you'll have 2:15 hours available for something that should not take more than 30 minutes (even assuming they did not check your luggage through). Still, one never knows, and two tickets means, if something's wrong, that you'll loose your money if you won't make it. I'd personally choose the single ticket option and think of the up-price as a travel insurance...