Yes, it makes sense to me.
I've seen lots of tv dramas that have filmed in alternative places to the original settings, usually because of cost.
Late edit:
I've just searched for an example that I was trying to remember.
Recently there was a drama called ''The Teacher'' on British tv:-
''
Although the series is set in Bradford, it was mostly filmed in Budapest, Hungary, due to the financial savings offered by both cheaper overseas operating costs, and the financial support of the Hungarian Government and the Hungarian Film Institute.[5] The final editing process combined the Hungarian material with a smaller number of scenes filmed in and around Bradford for the addition of scene-setting local landmarks.''
The Teacher (2022 TV series) - Wikipedia
(It was a very poor drama though IMO)
So a minor amendment might be from; ''The scene was shot in Athens to represent Tehran in Iran'' to ''Although the scene was set in Tehran in Iran, it was actually filmed in Athens''.
(Apologies for the wordiness of my post

)