This is a question that I am purely interested in because I think we never thought about this before in Mathematics education... or even so was not discussed.
When did we learn the Greek alphabets when we learnt mathematics? For example, I was pretty afraid when I saw $\text{Pressure} = h\rho g$ or even the idea where the variable for an angle was $\theta$ and that was when I was in 8th grade.
When I went to high school, I got even more confused when I saw letters like $\mu, \lambda, \sigma$ during statistics class. During calculus class, don't we remember the $\delta$ represnting small changes and our peers write it like a small d? Even only when I was in 4th year of college that I realize $\Sigma$ represents sum because Sigma and Sum start with 'S' and $\Pi$ represents produce because Pi and Product start with 'P' (it's for my memory but I'm not sure if it was taught this way.
So the question is: do we need to formally teach the Greek alphabet (not all but slowly) and tell them that researchers use these letters frequently to represent certain variables before we teach them? Of course, as student of math, we hardly (if ever) say $X$ follows a Poisson distribution with parameter $m$ or other correct, but "weird" sounding statements. I remember doing it during high school statistics... because I strongly believe that these "seemingly scary" letters "turn off" math students in the pre-college level.
There is no need to formally teach the Greek alphabet; we can just look up the letters as they appear in the exposition. Having said that, it is not hard for one to look up the entire Greek alphabet online these days, and one takes only a few moments to go through them all.