Doesn't any language that support Unicode allow that? Java for example. But, it's rather impractical to use, since greek letters are not that easy to type with English keyboard.

Julia's REPL allows for LaTeX like notation (e.g,. you can type \alpha to get the matching Greek letter), which makes it quite natural to use the Greek letters in places that make sense.

If the intended result is some kind of scientific presentation then kinda yes. If I am writing a classic software code, then I do not see how \alpha is better or more readable than, well - alpha.