While the Saffron or kesar has been used in Indian desserts from time immemorial, its use in western desserts has been quite limited (though it has been rising in popularity in recent years).
Indian cuisine does not shy away from spices, and neither does Mediterranean! So much so, that you’d even find spices in both Indian and Mediterranean desserts! Saffron, cardamom, cinnamon and more - you’d just as easily find these spices in Greek baklavas as you would in an Indian mithai.