Lars,
I'm very sorry indeed for this. It is a bug which I have reported on the DragMath bug tracker. You can see the status of this.
To avoid this problem in the short term separate Greek letters with an explicit * sign (if this is what you mean!).
There is both a parser problem here which has a knock-on effect on the output. You are getting the Uni-code for the Greek letter, not the LaTeX code.
Very sorry indeed.
Chris Sangwin