In the 16th century, Daniele da Volterra was mocked by contemporary artists for agreeing to paint loincloths on Michelangelo’s nudes in the Sistine Chapel. Italian protocol officials must now know how da Volterra felt. Italy’s opposition leaders, commentators and media grew increasingly vocal in their criticism on Wednesday of ancient nude statues being covered by white boxes in Rome’s city hall and museum complex for a visit by Iran’s President Hassan Rouhani. Italian newspapers ran photographs of the boxes on their front pages and even the minister of culture called the decision “incomprehensible.†He suggested a different venue could have...