As they are a Lithuanian company, I suspect the preference for Italian was just to smooth things out at the Italian base. Unless they interview & reject, or fail to consider someone, by dint of them having another nationality (good luck with proving that, or getting anyone to pursue your complaint) difficult to argue with their personal preferences.
Perhaps naive of them to mention it in an ad (if indeed they did), but really, they have the right to have preferences, and unless you are debarred from applying due to not fulfilling them, they have the right to take who they want, or not as the case may be.
Think you will find this type of thing exists in many many companies, and believe me, if they don't want you, you certainly DON'T want them.
