First of all, he is not in the hands of the FBI yet, he was just detained by the Greek police, though it seems that he was arrested specifically by the request from the US authorities. Further, this dude might be a Russian citizen so the US authorities could encounter some issues extraditing him to the US where he is to be tried. In fact, Greece may have to make a tough choice right now since Greek authorities seem to be slightly pro-Russian these days but the country is still a NATO member anyway. Things are likely to get quite complicated here
Why do you think that Greece is pro-Russian these days? You maybe mixing Greece with Turkey?