I believe that the consensus from most modern historians is that such an invasion could very easily and effectively be portrayed as a foreign invasion of Italy led by Cleopatra and her Egyptian forces, which just happened to have a corrupt, enfeebled, seduced Roman general (Antony) in tow. To invade Italy with Cleopatra, according to this view, would be to instantly alienate all of Italy and consolidate support for Octavian against this foreign invasion---all 'true Romans' would join the fight to stop the Egyptians from conquering Italy and Rome itself.

Modern scholarship usually frames this decision as partly a military decision, but also one made in awareness of the propaganda that both sides were producing and disseminating. The propaganda produced on Octavian's side is easy to know about, because it has mostly been preserved intact in extent authors and historians (and even in poets like Virgil). The propaganda from the other side---Antony and Cleopatra's---is much harder to uncover, not surprisingly, because it was not welcome or appreciated after the war was resolved.

In any case, since this question seems to be focused on the Greekness of the decision making, I would say that there is nothing necessarily militarily disadvantageous about Greece, even though there is obviously a history of Romans failing there (and winning there too!). Though Agrippa was ultimately able to turn the geography of Actium to his (and Octavian's) advantage, this likely has more to do with the poor decisions of Antony and Cleopatra rather than anything to do with Greece itself.