There's two answers for that.

When booking the DOM_PE-International Rountrip-DOM_PE there's a separate set of rules, applied transparently to you, known in the Sabre world as Chart Rules.
These rules are used to set specific booking classes for some segments given the route flown in the whole itinerary. For instance (I'm in no way giving a real example from memory, just a bogus one), your CUZ-LIM-MIA-LIM-CUZ (or a MIA-LIM-CUZ-LIM-MIA for that matter) may automatically book your domestic segments in B, regardless of you picking a Base fare for the whole trip. This doesn't directly affect pricing (although it may under some circumstances) and only is used to address inventory stuff that probably only the revenue management people will understand
You shouldn't have problems with a domestic segment booked this way.


Going back to your second paragraph: in a way, both are correct. ITA may be correct-er. LAN.com displays the warning message by default on the Peru locale, regardless of what fare family you select, for any routing that includes at least one domestic segment. For simplicity's sake, they don't go and parse all the fare rules for the whole itinerary (including chart rules) before printing the warning.
The fare rules are the "truth". Most people won't read them, though, so LAN is not very eager to tell passengers to read fare rules in "airlinesque", as it causes nothing more than complaints