Well, this a hypothetical and geopolitical question that has no real known answer. However, I will submit a theoretical explanation that will attempt to answer your question.
First, for the historical record, a sizable part of Greece was lost to the Persian Empire during the 400's BC/BCE, it was called, "Anatolia"-(present-day Turkey). The Western Anatolian regions, such as Ionia, Lydia, Lycia and Phrygia, were under Persian colonial rule for 100 plus years.
However, Greece proper, was able, for the most part, to prevent a massive Persian colonial onslaught with numerous battle victories, the most successful and famous of battles, was The Battle of Marathon. Yet, despite Greece's various battled victories over the Persian Empire, they still suffered some defeats, including the Persian Empire's sacking and burning of Athens, as well as the famous Battle of Thermopylae-(i.e The Ancient Greek "Alamo").
But, let's say, that the entirety of Greece fell to the Persian Empire 2400 years ago, including all of its archipelagos, Crete and its entire mainland; the question is, what may have ensued?
If the Persian Empire had successfully conquered Greece proper-(similar to how the Roman and Ottoman Empires conquered Greece proper centuries later), because of its Eastern location, there is a fairly good chance that the Persians would have moved Northward into the European continent. Had the Persian Empire pursued this direction, they would have initially encountered the Illyrians-(the Ancient Albanians).
As I had mentioned in a previous posting, Illyria, was Ancient Albania, however, the original Illyrian landmass was far greater in size when compared with present-day Albania and the nearby region of Kosovo. Ancient Illyria, essentially spanned throughout much of Southeast Europe's interior, including much of present-day Albania.
It is unclear as to whether or not the Ancient Thracians, were of Illyrian ethnic descent. (My personal view is that the Ancient Thracians were a primitive Greek tribe with some Illyrian cultural influences). If, let's say, the Thracians-(the present-day region of Thrace exists in Southern Bulgaria, Northeast Greece, as well as Northwest Turkey) were of Illyrian ethnic descent, then the Persians would have encountered the most well trained of Illyrian warriors. And had the Persian Empire encountered the Thracian warriors, there is a fairly good chance that even a well trained Persian colonial military may have faced a very tough challenge. The Ancient Thracians were known to have been a fierce group of warriors and they may have prevented the Persian from moving Northward into the European continent.
But let's say, the Persians wanted to avoid all contacts with the Thracians and/or the Illyrians and instead, preferred to have colonized Mediterranean Europe. Let's say the Persian Empire had completed their conquest of Greece's Ionian archipelago-(i.e. Corfu, Ithaca, Lefkada) and wanted to conquer the Italian peninsula. (We'll exclude Sicily, since Sicily, namely, the city of Siracusa, played an important role within the lengthy Peloponnesian War and instead, focus on the Italian mainland).
If the Persian Empire attempted to conquer the Eastern Italian mainland, then they would have still encountered Greek navies who would have been dispatched from various Magna Graecia towns along the Eastern Italian town coast. If the Persians wanted to avoid the Magna Graecia Eastern Italian towns, they may have been successful in conquering parts of the Eastern Italian mainland that were populated with primitive (pre-Roman) Latin tribes. If such a scenario had worked, then perhaps the Persians would have marched into a small, but burgeoning city of Rome-(during its Early Republic phase). And from Rome, perhaps onto Ancient Tuscany-(Home of the Etruscans) and perhaps Northward into the European continent. And from Rome, perhaps westward towards the South of France, as well as Eastern Spain-(Has this scenario unfolded, then The Persian Empire would have encountered the Phoenician Empire).
Again, it is hard to envision such scenarios, because we are so accustomed to the actual historical results. Every historical scenario stated here never happened, though they are possible scenarios that may have unfolded, had Greece been defeated by the Persian Empire.