This is Roman, not Greek, but two examples from Livy come to mind.

First, he suggests that the she-wolf who raised Romulus and Remus was not an animal but that "lupa" was a euphemism for prostitute. Back when people practiced exposure (one might say fourth-trimester abortion), it was not uncommon for women who couldn't have children to scout such locations in the hope of claiming a healthy infant who had been abandoned.

Later he comments on the story that the second king of Rome, Numa the Lawgiver, had regular congress with a wood nymph who instructed him on the laws and customs he was to implement. Livy surmises that there was no such nymph, but that Numa knew the crude and superstitious populace would more readily accept his reforms if they supposedly came from a higher power.