I have never claimed to be Italian. Not once. If I lived in Italy for 20 years, I wouldn't want to receive Italian citizenship.
But you're making a huge mistake: you see a nation is, more than anything really, something cultural. Citizenship is merely a legal matter. You say you can only support a country of which you're a citizen. That's quite odd. What makes more sense is supporting for a culture you actually like. I like the Italian culture, I don't like the German one. So I support Italy. I'm not supporting a legal body during the World Cup, it doesn't matter if I'm Italian or not.