How to get Greek symbols (alpha, beta) in Cinema4D text
I can't be 100% certain, but the problem is most likely your font type.  I'm not familiar with Cinema4D specifically, but some fonts are raster based for given point sizes and some are vector based.  Most extrusions require you to have a vector based format and if the font is raster, then you aren't going to get any result.

The best bet is either to find a vector based greek font or to use something like illustrator to create a vector path that fits the characters and import that vector document for extrusion.