The Italians were never so much into the whole “kill the Jews” thing.
Il Duce’s favorite singing group were Trio Lescano, Dutch-Hungarian sisters who happened to be Jewish. Here’s what they sounded like:
https://www.youtube.com/watch?v=bpNQfnQ-rqI
Mussolini's long term lover and political aide was Margherita Sarfatti, a Venetian Jew converted Catholic. She escaped to Argentina/Uruguay in the late 30s. Mussolini's womanizing also being an issue.