Jazz, in fact, I heard the word gringo countless times when I lived in Rio, Natal and in other places I went. Thus, it came almsot as a surprise what you said, once Bahia is a stone throw from Rio, and (maybe unluckily) some of Rio´s culture prevails in Brazil.
Much of language today come from sitcoms like "Malhação" and the likes, hence such prevailing.
To offer a more detached explanation of the word (for curiosity´s sake) I searched some, and found these ones:
"In Brazil, the meaning and use of gringo differs significantly from the Spanish-speaking Latin American countries.
Etymologically, the word is documented as not native to the European Portuguese language, but was borrowed from Spanish since the 19th century at least., as the word "grego" (no i) for Greek in Portuguese would not have given "gringo." Also in Brazilian and Portuguese popular culture, someone unintelligible is traditionally said to speak Greek (or, much more recently, Chinese).
Absorption from Spanish is also reflected in that the word usage is not naturally widespread and only generally in regions exposed to tourism like Rio de Janeiro. There, the word means basically any foreigner, North American, European or even Latin American, though generally applying more to any English-speaking person and not necessarily based on race or skin color but rather on attitude and clothing. The word for fair skinned and blond people would be rather "alemão" (i.e., German), "russo" (Russian) or "galego" (Galician).
In São Paulo, the word is used to refer to any foreigner at all. The feminine form is "gringa". This usage is evident on the fact that MTV Brazil's foreign-programming daily track, during which mostly American and British MTV reality shows are broadcast, is named "MTV Gringa". MTV "Station" is a feminine term in Portuguese.
In Rio Grande do Sul, the word is used to refer to Italian or German descendants.
In Portugal the word is seldom used and so is "Ianque" (Portuguese spelling of Yank). It is never used in a formal context. It specifically describes someone from the USA (as does "Ianque"), and is not related to any particular physical or racial features."
One such site, a question-and-answer column called The Word Detective, offers a more compelling explanation of "gringo" and its origin. The detective says, "The most likely source of 'gringo' is the Spanish word 'gringo' itself, which means 'foreigner' or 'unintelligible gibberish.' The root of 'gringo,' in turn, is thought to have been 'griego,' Spanish for 'Greek,' often applied as slang to any foreigner."
Further research led us to conclude that this last theory is the most likely. The Word Wizard concurs wholeheartedly with the Word Detective, offering "griego" as the immediate root of "gringo."