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This is an artifact of 23andme's terrible Balkan cluster. It includes Greece (a sample from Thessaly, plus their Greek members, which is a small number of people) and Malta, but also all the more northern Balkan states as well. The "Italian" percentage for people from the mainland and from the islands is just the "excess" Italian like ancestry over and above the average already present in the Balkan cluster.
Islanders, having less of the northern Balkans type ancestry will obviously get more "extra" Italian like ancestry. It's as simple as that, I think.
Non si fa il proprio dovere perchè qualcuno ci dica grazie, lo si fa per principio, per se stessi, per la propria dignità. Oriana Fallaci