St. Athanasius the Great
Question: “Why do the Orthodox use the title "The Great" for some saints (e.g., Anthony the Great), when it is used of pagan and Jewish leaders (e.g., Pompey the Great, Herod the Great)?”
This is certainly not something limited to the Orthodox. I think pretty much all Christians have historically distinguished between Herod “the Great” and Herod Archelaus, Herod Antipas and Herod Aggripa. Even in the Gospels we find reference to “James the Less” (Mark 15:40) to distinguish him from the more prominent James, the Son of Zebedee.
There are quite a few saints with the name "Athanasius", and each of them is referred to with some additional words to clarify who were are talking about. For example, there is St Athanasius of Serpukhov; St. Athanasius the Younger, Patriarch of Constantinople; the Martyr Athanasius of Melitene; St. Athanasius “the Resurrected One”, the Recluse of the Kiev Near Caves, etc. However, there is St. Athanasius the Great, who was the great champion against the Arian heresy. Now if St. Athanasius went around calling himself "the Great", then there would be something worth criticizing. But the fact that the Church has called him "the Great" is simply an acknowledgment of the crucial role he played in the defense of Orthodox theology. We could say much the same about St. Anthony the Great, or St. Basil the Great. There are many saints with the names "Anthony" and "Basil", but these two stand out from among them, though they would never have referred to themselves in this way.
St. Paul points out that "one star differeth from another star in glory" (1 Corinthians 15:41), and so it is with the saints. Most saints are not even known by name, but some saints stand out with a special brilliance, and there is nothing wrong with our noting this fact.