Precisely because they were able to calculate the circumference of the Earth. Ancient Greek ships weren't able to handle the open ocean, and it was thought all the way up until Columbus' time that there was nothing but open ocean between Europe and Asia. Sailors and explorers at the time would have wisely figured that they would die of thirst, starvation, or to a storm before they ever made it to the other side, and this was actually a huge obstacle for Columbus himself to get funding since everyone thought he would die. Any Greeks setting out to the West would know they would find a watery grave, and if any tried that's exactly what they got with their ships at the time.

You have to take in mind the development of sea travel, which evolved drastically in the modern era thanks to inventions such as the astrolabe. Before that, ships had to sail close enough to the coast to actually know where they were, and to stop and get food and water.