I'm surprised Italy hasn't been hit yet, given it geography. Italy has much longer borders to control than, say, France, Spain, Germany or even Great Britain.
Most Muslims come from the Ionic Sea into Calabria, and from North Africa (Morocco, Tunisia, Lybia) into Sicily.
I think the terrorists would consider an attack on WYD 2005 an attack on Italy in the same way an attack on a US embassy would be an attack on the USA.