Why was it in both of their interests to swap their populations in such a way? Did Ataturk not have any connection or ideal to have his birthplace of Thessaloniki in his new Turkish state?
I cannot detail this due to being on mobile, but this is some of what I know about it:
After Turkish Independence War, Greek side (with British support) asked for an exchange because of the fear of a counter-attack by muslim folks. Turkish side was not supporting this idea because there were already Turkish majority cities in the Balkans and Greece, while Greeks in Anatolia was not a majority in almost any part. Also, as you stated, Balkans were considered as part of homeland for Turks, and losing the population there would cause to loss of claims.
I am sure someone more qualified can give a more satisfying answer for both of us.