Why should have we? Apart from its pretty nihil strategic importance, San Marino's pro-Fascist government had excellent relations with that of Italy's both before and during the war, and as such it was not regarded as a threat.

And if there is a strip of land that not even irredentists wanted to touch, that'd be San Marino (see below).

The State does indeed owe its continued existence to the fact that it offered shelter to Garibaldi in the early 1860s and because of that, it was allowed to exist independently as a token of gratitude. However, the Germans did really... well, invade it so as to pass through it in 1944 during their retreat to the North and it was bombed quite a few times.