If you invest instead, you own (a piece of) something physical - a business or a property, typically. A house can burn down and the business can go bankrupt, in which case you lose your investment (unless you're insured). Banks in Italy are incredibly unhealthy at the moment, so to protect your money, you would want to put it in something more healthy, which might simply be a bank account in a not-Italian bank, or as proposed, assets of healthy businesses.

Reneging on an insurance guarantee or forcefully converting deposits to a different currency is a substantially different legal beast than confiscating property (which your shares would be). Perhaps, given that they serve roughly the same end, that shouldn't be the case, but it is.