That’s exactly what they think lol. Same way they think all black people are athletic, into hiphop, and say bro or brother every other sentence. Just a bunch of annoying stereotypes. But tbf a lot of westerners think all Asian people look the same so ¯_(ツ)_/¯. Doesn’t make it right but it will be a while before this kind of thing changes globally.
To be fair - naturally looking Asians look way more alike than naturally looking Europeans. From Scandinavia through Central Europe, British Irealnds to Greece, Italy or Spain - all the traditional traits are rather different compared to China, Japan, Korea, Vietnam, Philippines or further. India differs but not in a way of hair or eye colour. But it's as simple as understanding that not all of the western countries have people with blonde hair and blue eyes, which I'm sure is not impossible for someone who have seen a few foreigners in their life on screen at least.
This might be a stretch but I think the artist based it off the classic italian youthful beauty - you know the ones that you see on galleries and sculptures; both men and women are deemed most desirable if they have "golden" hair and blue/light eyes (ex. Lucrezia Borgia; Augustus). Of course, they could've made the hair curly to hammer this in, but I guess it's just easier to draw it this way.
How is it that every story from either Japan or Korea with Italians portrays them super blonde with blue eyes? Fine, there sure is some small percentage like that, but it's common knowledge that Italians have dark hair and dark eyes - every film, series or a photo will prove that, but do Asians think we're all blond blue-eyed in the West or something? Very annoying.