Why do Italians say they are not white people? That's what Christopher said

I watched a 20 year reunion of the Sopranos on youtube. And Michael Imperioli, the guy who played Christopher, said when he first met David Chase, he thought that David is just some white guy and not Italian. But turns out he is Italian. I heard other Italians say things like that before. Why Italians think they are not white?

Maybe next time I should tell people I am not Asian, I am Chinese.