Why lie about being Italian?

So, little is really known about my grandmother and her family. Her mother died during childbirth, 1920-ish. And she went to live with her mother’s sister/Aunt and Uncle. (Her father and uncle were brothers, so same last name.)

My mother(late 70s) and aunt have always believed they were 100% Italian. Their parents met in New York, in an Italian neighborhood, and got married. My grandmother had a Spanish surname, but always pronounced it differently, maybe to sound more Italian? My mother and aunt only met my grandmother’s family once when they were young. My grandmother took my very Italian immigrant grandfather’s name and kept it despite being remarried a few times.

Just from my memories, when I was little, she would only speak to me in Italian and refer to me only by the Italian version of my name. She spoke several different language. She spoke Spanish fluently, but would get mad when people spoke to her in Spanish.

A few days ago, my cousin informed me of a discovery… our grandmother lied about being Italian. My cousin found, through an ancestry search, that my grandmother was 100% Cuban born to two Cubans. (Both of her parent’s parents were born in Havana, Cuba.)

From a historical perspective why might have my grandmother lied about being Italian? And like build her whole life/personality/family traditions around being Italian. I get that maybe she would be the only person to answer that question. But, maybe just thinking about it from a historical/ sociological perspective?

TLDR: My grandmother was Cuban. Why would she have lied about being Italian?