Join the club - there are several of us here with similar results! My mother was actually born in Naples (Portici), and my breakdown is 59% Central Europe, 15% Persian/Turkish/Caucasus, 13% Britsh Isles (my father presumably) and 8% Eastern Europe - no Italian at all. I can understand the part about Turkish etc. since Naples is an ancient port city invaded numerous times, but her father was from Venice and I assume there would have been some marriage at some point with someone considered Italian. The difficulty is we don't know how ancestry defines their groups, and I suspect the Naples region probably should have one of it's own.
I ordered a test for my mother and will get that done over Christmas, so maybe in January I'll have a clearer picture.