It's not just Americans, but the British, Germans, Dutch, Scandinavians and many other European nations that think this.
It's because it's true - look at the average racial composition of the Italian, Portuguese and Spanish person. They have FAR higher mixing of other races in their DNA. Studies have shown them to have as little as 1% Nordic ancestry, and Nordic is considered 'pure white' or whites that have little to no other racial mixing. They were not even considered 'white' until the late 19th early 20th Century. When the first Italians arrived in the UK, they were ostracised and referred to as 'wogs'.
My friend (who is Indian) visited Italy last summer. The Italian people constantly mistook him for an Italian. Compare the average Italian football crowd to the average English football crowd and the average Palestinian football crowd. You tell me which they resemble more closely.
Call yourselves white now all you like, as that's what's 'politically correct', but what's scientifically correct is that you are definitely 'less white' in comparison to the natives of Northern European countries.