We traveled to Italy with a connecting flight in Athens with Aegean Airlines. We have a Schengen visa issued by the Italian embassy. The problem is once we arrived in Athens for the transit, they stamped our passports M and when we arrived in Italy we didn't get a stamp. When we left Italy we didn't get a stamp either, our passports were stamped in Greece when we departed. On our passports there is no proof of entering Italy.
Can this cause us problems when applying for a Schengen visa again?