FWIW, here are some stats about sex in various countries from an English book on the subject.
I think they bear out the sexual conservatism of Italy.
Italy has one of the lowest rates of teenage pregnacy in Europe, along with Spain and Holland. Only Japan and South Korea are lower in the world.
For women, the countries with the youngest average age of first intercourse are in central Africa and the Czech Republic with an average age of 15. The countries where women's first sexual experience comes at age 20 and older are Egypt, Kazakhstan, Italy, Ecuador, and the Philippines. According to the map, the first sexual intercourse comes at 16 in the U.S. and 18 in the U.K.
For men, the earliest average age of first intercourse is 16 in Brazil, Peru, Kenya, Zambia, Iceland, and Portugal but the highest average age is 19 in Italy. A male in the U.K.'s average age of first intercourse is 18. There are far fewer countries with men's data than women's in the atlas (even the U.S. is missing from the map.)