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I think you're just talking about the historic portion of town?

Lots of AC units on display here: https://www.google.com/maps/@41.8816316,12.4546184,3a,75y,23...

Of course it's not in every single building. Where I grew up we had AC, but where my grandpa lived for example you couldn't. Just saying that the root comment isn't completely wrong, it happens.

You can run an AC inside the building, you just need to exhaust the heat out, which can be done through a window. Do an image search for "portable air conditioner window vent" and you'll see some examples.

You can vent AC’s heat out through a chimney. Window units are cheap and reasonably efficient, but not the only option.

Protecting the architecture is understandable, but there are plenty of indoor and portable units.

I recently traveled to Rome and in both places we stayed there were AC units mounted below the windows. We also saw some split systems that had the condenser unit either in a foyer/lobby (hooked up to a vent) or on the roof.

Maybe that's not typical.