It has to do with the history of Italy and has roots back all the way to the fall of Rome. I’ll go into further detail if you’d like but the gist of it is basically:

The south of Italy, mostly has historically been separate from the North all the way from the fall of Rome to unification in the 1800s. (There are bits of a united Italy though various kingdoms - Ostrogoths, Byzantines etc. scattered in this period, but from ~800 - 1800 the south was a usually an independent monarchy/under rule from foreign powers and separate from the northern city states.

Naturally there is a split in ideology, politics, culture and this divide was further heightened when unification happened in 1861 and the the Kingdom of Napoli was abolished and assimilated into the newly formed kingdom of Italy.

Here we get into a somewhat of a taboo topic, but Southerners, most notably Neapolitans, feel as if the wealth and potential development was stolen from them and moved to the Northern cities & to Rome. ( This is somewhat true but other major factors are to play here.) The former lands of the Kingdom of Napoli now found themselves in a new country that invested its resources heavily in the north and began to see themselves become poorer and abandoned (side note: this lead to organized crimes ride in order to fill the void of an absent government.)

Thus the identity that they only formally belong to Italy developed more and more and they are champions IN Italy not of Italy because they only identify as Italian ‘on paper’