Greece?
I've nothing against the Greeks, but look at them:
Honestly I could play a game in which I mowed down endless hordes of these Funny Walking (Ministry of) Fancy Pants all day long and never even begin to feel uncomfortable, except maybe in my sides if they also made clown noises when they ragdolled.
On a more serious note (as I'm aware Greek soldiers don't wear dresses and tights and pom-pom shoes all the time), it would be funny to create a gratuitously brutal and completely morally bankrupt military shooter in which all the combatants wore ceremonial dress uniforms.
It would be interesting to see what effect the comically ridiculous and unsuitable attire would have on the brutality of the game. It would also be funny to see which ceremonial dresses were considered cheap or OP, e.g. would the British Bearskin hats interfere with the hit-boxes for headshots?
To take a stab at the original question, I would probably feel most comfortable killing any enemy which I felt was morally justified to kill, so nationality doesn't matter as much as the fact they're established as bad guys by the game or if my actions are justified and they're valid enemy combatants, for example I've never felt uncomfortable or had any problems killing Germans or Japanese in WW2 games, or American cops, agents and soldiers in any of the
Grand Theft Auto games... or my own countrymen and law enforces in
The Getaway... although accidentally running over British pedestrians did make me flinch and I strove to avoid that, familiarity with my accidental innocent victims did make reckless driving in that game more uncomfortable.