The Ancient Greeks were depressingly pragmatic. The Elysian Fields was where heroes went when they died. However, they acknowledged that most went to Asphodel which was a place where souls just kind of existed. In Plato's Critias, he describes Atlantis. It's primary source of the legend. Though the society is supposed to be far superior to anything else in the Aegean world, it's never described as perfect. Beautiful, but never perfect. If the word 'utopia' did come from the Greeks with the idea that it was the perfect society, they probably meant 'no place.' Besides, the Greeks loved their heroes and you can't become a hero in a world without conflict.