TBH - I think it's bullshit, and quite sexist on top. Sure I can't blame ancient Greeks for being what we now call sexist, they had a waaay different culture than we have nowadays. But I CAN blame humans nowadays for still sticking to long outdated myths (not saying you or anyone does, just saying if somebody does, I highly disapprove that).
Why do I think it's just plain bullshit, from a biological as well as sociological point?
For once - both, us penis-having people and vagina-having people have dedicated body parts that are jsut their to produce pleasure. It's mostly (but obviously not limited to) the glans penis for the one type, and the clitoris for the othger, and they work pretty similar. Also true for all kinds of humans is that for some, the nipples (that are present on all humans) can be an erogenous zone but aren't for all, same goes for butts, necks and ears. We're not that different there.
All kinds of humans can also experience orgasms - and while that is probably the biggest difference here, it's close to impossible to say if they're more pleasurable for specific builds of humans than for others or not. Because there's just no objective way to measure the amount of pleasure. Attempts have been made, brains have been scanned and hormone levels have been measured but all results have always just been "well, it's different". While "female orgasms" (please allow me the semi-inclusive wording here for lack of better terms) seem to come in a greater variety and also apparently have a longer duration, it's also harder for people who have those to get to that point and more rare they have them at all, so I'm not exactly sure what to rate "higher" here.
From a sociological point, the original claim is even more abstruse. For the longest part of "civilized" human history, aka "starting at the point we invented written langauge to deliver information and put that on materials that lasted the ages", it seems as if the penis and testosterone having kind of people (and maybe some of those having either, but mostrly those having both) have always been in charge of sex. Their partners were necessary to achive pleasure, but didn't have a lot to say in that regard. Sure, there've been societies in othger cultures but European ones where things were a bit different, but for the most part, and that especially includes the ancient Greek, nobody cared a lot if vagina having people felt pleasure during intercourse. (Try challenge me on that if you have facts (!), but spare me with toxic masculinity please).
This means: for a long part of our history, it was pure luck if a vagina having human felt pleasure during sex.
Considering this, and considering that a men who had the time and education to write down myths and stories about gods (which makes him a privilidged person) but is unlikely to have talked to a lot of women about their reception of pleasure, it's pretty clear that the myth wasn not even based on anything but assumptions to begin with.