My mother is from Campania (Naples) and showed 33% S. Europe, 47% Middle Eastern and 15% Scandanvian. There was an earlier message thread specifically about Naples and that area, and many people got odd results. I ended up with no S. Eurpope, just like you.
Does the rest of your family have different backgrounds (my father goes way back southern US)? If so, they apparently have a more difficult time with the ethnic groups. I suggest you focus on the cousin matching which is more useful anyway.