There's many entities that aren't included. Before including any, we need to make sure we have a use case and implementations willing to support them.

So: What are the use cases? What browsers are willing to implement them?

2 and 3 were never in mathml (they are for textual greek) 4 was in mathml 1 briefly but we took it out over concerns that it wasnt really the best way to say "bold greek" although as the Unicode math support turned out it is a reasonably good fit for the bold math alphabet in U+1dxxx. We didnt put grk4 back in MathMl3 mainly as adding new names to the dtd is bad for back compatibility.

in the xml entities spec I documented all the iso entity sets whether or not they were used in mathml/html. Partly as a there was a plan to re-issue an updated iso spec with Unicode assignments, and partly to just document what the iso entity sets are as getting full listings was harder than one might have hoped.

greek in math is used as a supply of distinct symbols, so in some circumstances using character names makes sense, but for Greek text using the names from grk2 and grk3 is rarely the best way these days.