Apart from safety reasons, it's a way of protesting against their actions (I know, there are other ways of protesting too, I took part in some of those as well).

Btw, I think it's more popular (and cheaper) to just get the bus than the plane, Greece isn't a big coutry.

Generally speaking they are probably safe since this may be the only deadly train accident I know of in Greece, but I can't trust my life to their ~unregulated-unmaintained systems and I don't want to support them financially, at least as long as they don't change and just try to cover up a mass murder.