This is a very good point, Emma, and it applies to all kinds of lodging, not just the "syrmata" dwellings you mentioned.
The Greek National Tourism Organization (GNTO, or EOT in Greek) certifies that properties offered for accommodation adhere to certain rules and meet certain specifications.
There are some properties that have not bothered to obtain the necessary permits, and thus operate illegally. VIsitors are advised to always book with legitimate properties and avoid all fly-by-night operations. In Milos in particular, look for membership to either the Milos Hoteliers Association or the Milos Rooms to Let Association. A legitimate property would belong to either one of the above, which in turn, are members of their respective national associations. Membership in these associations guarantees a legitimate operation license from the GNTO. Member hotels or rooms are licensed to display the GNTO logo prominently on their properties.
If you feel you have been wronged by an illegitimate operator, the above mentioned associations would not be able to help you. This does not mean, however, that the property in question is not subject to greek laws. You may still have legal recourse if you are entitled to a refund that was wrongly withheld.