DiBlasio is actually 50% Italian, and most Italian Americans with a fully functioning brain don't celebrate a Genoese who sailed for the Spanish Empire and was a highly corrupt Viceroy. "Columbus Day" is a relic from when Italians were at the same level Dominicans and Ecuadorians are today and needed a sense of "belonging" in an often hostile, foreign culture. Now, since the majority of folks of Italian ancestry are 1) Mixed with other ethnicities, 2) Are largely in white collar occupations and 3) have zero connection to Italy other than a last name, there will be no crying about this other than from the grey hairs at UNICO and the Sons of Italy.
"Ethnic Pride" is the refuge of sad sacks who have nothing else to be proud of in terms of personal achievement. You don't see the Jews having Jewish Pride day do you?