Dear Chas,

I'm not sure it's exactly known why the Greek form has been used... it goes back many, many centuries of course.

I checked the Catholic Encyclopedia's article at

http://www.newadvent.org/cathen/08714a.htm

and it seems the Kyrie was added after the Mass had begun being said it Latin (it was already used in the East)  but then it also says that at that point they were already saying "miserere domine" in Latin during the rites during a litany.

Well there's the link for the article, I'll let you read it for yourself and hopefully you'll find it helpful.  I did some checking in other sources and couldn't find anything better.

Just one more thing:  when I was in school this exact same question came up, and the answer I recall hearing is that because it was a custom in those times that when emperors and rulers or whoever would move through the streets, large crowds of the poor would crowd around and shout "kyrie eleison" in Greek, to which the rulers would respond by throwing money.

Whether or not that's true or just a myth I'm afraid I can't prove, but at least it's an interesting parallel to Christians, who are now begging to the true Lord not for money, but rather for forgiveness.

Mr. Slavek