By default all versions of Mathematica replace Greek letters with corresponding letters from Mathematica's own font and do not allow to use custom font for them without modifying files in the SystemFiles directory (you can find here how the latter is possible).

But before version 10 there was a workaround allowing to Export to PDF Greek letters as Plain (non-Italic) letters by using the "Symbol" system font (at least on Windows). Here is an example how it was possible to export the Greek letter "?" from the Symbol font into PDF:

myAlpha = Style[FromCharacterCode[97], FontFamily -> "Symbol", SingleLetterItalics -> False]
Export["my.pdf", myAlpha]

Here is how the exported PDF looks when opened by Acrobat (the letter "?" is selectable!):

But when I repeat the above procedure in Mathematica 10.2 I get a PDF which looks as follows in Acrobat:

Is it a bug? Is it possible with Mathematica 10 to Export to PDF graphics containing glyphs from the Symbol font?