@papgeo,
Yes, there is a setting to choose to show the CMP globally or only for EU visitors only.
The different languages are set via the plugin admin interface, and the plugin checks the WPLM language variable and initiates the CMP with those language settings, if the language is not available (as a CMP option) it falls back to the default language. If you are not using WPML, the plugin will attempt check the users default browser language, and if that language is available (as a CMP option) the CMP will initiate with that language, if not available it will fall back to the default.
For the site using Quantcast Choice in Greek, it’s possible they implemented Quantcast Choice using the self-serve option and added the script directly to their codebase. Otherwise they could be using the WP plugin and just filled in Greek text in another language, and set that as the default language, however, there is one field, The initial screen main body text that is a select option list, not a free form text field.