Why Lord Have Mercy (Κύριε ἐλέησον)?

At our parish we often have Latin visitors (at least a couple a week) for Sunday's Divine Liturgy. It is so common in fact that we have people assigned who sit with them throughout the liturgy to help them through it (prop them up with a crude Y-shaped stick after an hour of standing and the like). Afterwards we all go to the fellowship hall and they often come for the food and to ask questions.
Sometimes (often) my own answers aren't sufficient. Even as a teenager I felt compelled to go to the source for answers. I've called authors, news people. priests, and other religious for answers in the past so when asked about the use of "Lord have mercy." I again went to the source... the Greeks!

Here is the answer I received from a Greek Orthodox priest:

Historically the Church has always used Lord Have Mercy. One approach to this topic is to see how it comes out of Scripture, in particular the Gospels. Before we do that though, let's take a quick look at the words. When the seventy were translating the Old Testament from Hebrew to Greek to satisfy the needs to the Hellenistic Jews in Alexandria and other places in the 1st Century BC, they used the Greek word "eleos" or "mercy" for "hesed". Hesed is God's long suffering love that endures with man and rains down his compassion upon us, the world of self-inflicting sinners. By translating it this way, the Jews were asking for God's "hesed", His Mercy; or sometimes even translated "to mega eleos", or "the great mercy."

In the Gospels we see many examples of people praying for "eleos", this same "hesed" from Jesus Christ, understanding and believing Him to be the Son of the Living God.

One brings to mind the bind man, sitting by the roadside, saying, "Jesus, Son of David, Have mercy on me!" The end result was the attention of the Master and the restoration of sight!

To conclude then in brief, the Church has used this same call on God's mercy, His "hesed" for the salvation and restoration of man to the Kingdom of God.