Nikolopoulos: the referendum in Serbia was on a new constitution after the dissolution of Serbia & Montenegro, not a monarchy/republic one, and the new constitution narrowly passed. Yes, monarchist sentiment is present in Serbia's political class and discourse, there are a couple of parties (one currently in the coalition government) that openly support it. Similarly some of the opposition parties in Georgia advocate monarchy too.
I think the difference is, countries like Serbia and Georgia have been looking for a rallying point and unifying symbol after recent demoralisations, while Romania and Bulgaria like those also experienced Communist oppression and many problems after that. The other difference is that Greece rejected its monarchy in a democratic referendum, so its deposition was legal and accepted. This was not the case in Yugoslavia, Albania, Romania or Bulgaria, where their deposition and hence the imposition of the regimes that followed was certainly not legal.
Kastalia: well said, except that we can also point out that royal families of foreign origins assimilated into other countries. This did not happen in Greece (despite the fact that King Alexander and Prince Michael married Greek women), even though Constantine II was "the most Greek" of the kings and had every chance to be a decent king and win popular support for the monarchy, which he singularly failed to do (though not entirely his own fault).
