Yes, cause there's no italians in NA he says to a man that lives in a city with a 1/3 italian population.
The US has a rough total of 5% of its population being of Italian descent. 17.8M of 334M.
There are far more in Italy. 92%, 54.3M of 59.1M.
It's far more probable (3 x the people, 18 x the %) to encounter an Italian name in Italy, than in the US.
The US has 60 places with Italian names, or names derived from Italian places.
Italy has over 956 cities, all with Italian names.
It's far more probable (15 x the places) to encounter an Italian named place in Italy, than in the US.
The dev is European. The game name is Italian. The family first names are Italian. The town name is Italian. La Cosa Nostra is Italian.
Yet , despite all of this, you somehow think it's more likely to be set in the US, than in Italy.
Wow, just wow.
The age proposed for MC fits with the European education system, exactly.
It does not fit with the US education system, at all.
If MC was 25-26 (US age for Law graduate), then his playground spat "rivalry" with Dominico, who behaves like a teenager, becomes utterly fucking ridiculous & implausible.
The fact that every single character in the game treats MC like a young man, not a man.
All fits with him being 19-20.
Which, again, fits with it being in Europe.
Every single piece of available evidence indisputably points to Europe. Individually & collectively.
The only thing you've provided in supposed support of it being set in the US, is "other non NA devs have set their game there". Which means absolutely nothing in relation to this game.
But, of course, it's the US. Yeah, clearly.
Take your head out of that bankrupt country's ass. There's a big world out there & it does not revolve around the US.