They were Italians in the sense that they lived on the Italian peninsula. It is also important to note that Italy was not entirely irrelevant as a political entity before the 19th century. The medieval Kingdom of Italy existed as a constituent component of the Holy Roman Empire, though it was only composed of Northern Italy and the kingdom largely existed as an appended title for Holy Roman Emperors. People like Columbus and Da Vinci were referred historically as Genoese and Florentine respectively by earlier historians and very often still are. Because France had political unity at a much earlier period than Italy, there has been much more time for people who lived there to be called French. Of course, it is still possible to still see historic figures from France referred to as Gascons, Burgundians, Bretons, etc.