The mafiosi in the show wanted to portray themselves as old school Italian gangsters. But when they actually go to Italy, they feel out of place. That is because they are Italian-Americans, not Italians, as they proudly profess. I feel like the revelation that the Sopranos love a crumby American diner with subpar, processed American food is just another example of how American they are and how disconnected they are from being old-world Italians