When the Etruscans settled in Italy, bringing along the Greek Pantheon - eventually adopted and modified to become the Roman Pantheon, what religion was followed by the natives of the Italian peninsula?
Neither the Etruscan gods, nor the Roman, were Greek imports. Both were indigenous religions, the latter related to the Greeks due to shared Indo-European roots.
The process through which foreign people identified their gods with those of other peoples was widespread throughout the Mediterranean at the time and is often called syncretism.