Even the article says I lived in UK/London, it's not a secret, but remains the fact I'm not a UK citizen :/
If US or EU would be the same, why mentioning brexit?
* Read literally, the email only talks about the UK, not Italy.
* If you go to the UK again, then your activity in the UK will be on a nom-GDPR handler.
There is nothing illegal here, and just because you're sitting in Italy at this moment doesn't mean Google is moving Italian activity handlers. The email is a notification about Uk only.