So, in essence, you were asking for the bag to be tagged as BER-ATH-LCA-ATH-IST.
It's not possible to allow the bag to pass through the same airport (ATH in this case) twice, so the agent would have been unable to do this. This is common to every airline, not just A3.
If your routing had been BER-ATH-LCA-IST, the agent would have been able to help (even if not obligated to do so).