To answer part of your question, no in all likelyhood your fine. If Italy is embargoed by the US, don’t see why it would be my guess is sun’s server is screwing up which is funny considering what they sell, the worst that could happen is you would be causing sun to break American law. YMMV of course
I’d check with Sun. Used to be that certain encryption algorithms couldn’t (legally) be sold outside of the USA because of US National Security concerns. The codes were considered to hard to break. This could be a similar thing, or it could just be buggy stuff with the Sun server.