Hello Tommy2911,
I haven't tried it in Italy yet but actually I suppose there won't be any problems. I explained my case to a sales assistant in the Santa Clara Apple Store asking for an unlocked iPhone. He advised me about buying a device with a Verizon sim because that is actually an unlocked device with a Verizon sim included in the box but still not activated. By paying it in full up front, in fact, you will get an unlocked device which can be used in the whole world since it supports GSM networks, so you can just ignore the Verizon sim and insert your own sim card if you don't need the american plan.
What's more, I heard that from today on (or next week) you'll be able to buy sim-free unlocked iPhone XRs in the american Apple Stores, and those will be the exact same iPhones that today are being sold with the Verizon sim card.
I'm looking forward to trying it!