Yes, we are for real. North America is a hodge podge of names, no disagreement there. But that also serves to make it more probable that it is not NA we're talking about - why is there nothing with English, Spanish, German, French names in the game? Almost everything is Italian. Sure, it might be possible to find some place in the US which was settled predominantly by Italians and thus they are more common in names. And also need a lot of crime families, so it can't be just any 2k settlement. And again, the architecture of the town is decidedly European, not American.
And given that there is no hint at all why it should be NA, no reference to hockey or gridiron football or similar, why not go with the way more probable deduction? Also,
Hopes himself said that while he explicitely avoided to name a country to be able to have some artistic freedom, it is heavily based on Italy.
Just because some creators move their stuff to the US - to appeal to a larger audience, or whatever reason - does not mean everybody does. Some things still happen in Europe.