There's nothing wrong with putting an unfinished game up on Greenlight.
I strongly disagree.
First impressions are everything, especially in videogames. Despite claiming that your game is in alpha or whatever, people are going to make judgement calls and assumptions on what they see, no matter what.
This isn't to say that showing off the development of your game is a bad thing, in fact it can be a valuable marketing tool (see: overgrowth). The critical mistake that a lot of people make is showing off their game when it is ugly, uninteresting, and a pain to look at. When you show off a game like that, no matter what you say to people about how early in development it is, there will be judgements cast on the game that may bite you in the ass down the road.