If you can mass ~150 000 men and invade France ,Denmark and Belgium,bomb the hell out of Germany i am pretty sure you can invade the Balkans(that were nearly half of the territory of France
Other thing,by invading France the allies were facing the direct might of the Atlantic Wall and what Rommel thinked that was the route of an Allied invasion of france
The Balkans is a whole different type of landscape than France is. The Balkans is rough, lots of hills and mountains, a lot less easy geography and worse infrastructure. There are a whole bunch of rivers going though that stuff as well not to mention forests. The invasion will be a lot harder and the march into land even worse. Also don't forget that coming from Greece would mean a bottleneck that you need to break out of first, giving the axis time to regroup their forces. It would help the Soviet advance, but not the allied advances. And one thing the Allies wanted was to be in the advantage themselves, not the Soviets.
Yes invading France, Belgium and Denmark is easier, as that is mostly all flat terrain and they have excellent infrastructure. An occassional forest here and there is the only nuisance you are going to face.
The difference therefor is huge.
Yes they were facing the Atlantic wall, but they had mapped it out pretty well before the invasion, easy too with air superiority and being so close to the British Isles and their airbases. Mapping the balkans is a lot more hazardous and nearly impossible to do well.
Also, the naval forces needed and the dangers involving there were a lot less in the Channel then they would have to be to cross the Mediterranean. Even with the Italian fleet pretty much knocked out.