Train Station doesn't work correctly in Ticket to Ride Europe [PC Version]
Yes, you have it right: You should be able to use that station to complete the Paris-Athina route.
I'm guessing a reason the PC version fails here could be the fact that the end point of the borrowed line is at the end of your route and not connected to any of your trains. This might happen if the check-routes routine in the program saved time by only looking for gaps in your routes at stations and somehow a gap at the end (which isn't a &quot;gap&quot; under certain definitions).
But regardless of the reason, it is a bug. The gap can be at the end of the route. (This is confirmed in a different question on BGG.)