Free/discounted "Economy Comfort" seating is not an alliance benefit.
Don't confuse this with "Premium Economy" - it's not. Delta and KLM both charge extra for some seats, and they have decided to give a discount to their frequent flyers for these seats. Because they both have a similar offering on board, they eventually decided to give reciprocal rights to each other's status flyers.
Alitalia has no equivalent "Economy Comfort". (Instead, they have a proper, full-on, separate cabin - Premium Economy).
Free baggage is a published alliance benefit - so of course you will obtain free checked baggage on KLM with your Freccia Alata Plus status.