The Greek people are screwed no matter what they do, so they're standing on principle.
They refuse to accept that their socialist policies failed, so they choose to blame the system that cut off their supply of other people's money instead. They believe that leaving the EU is a way they can hurt the "fat-cat bankers" who stopped the gravy train. At this point, it's no longer about saving their economy (something many of their citizens believe can't get much worse), but on how many countries they can take down with them.
Basically, they're throwing a temper tantrum.