The CO procedures for booking award tickets on NW and KL are different. For flights operated by NW, CO can check award availability and book seats immediately, with as much ease as if it were a CO flight. For flights operated by KL, I have been told multiple times that CO has to put in a request and that they will hear back from KL within 48 hours. So, what I think might have happened is that the agent you talked to thought of these two procedures and then assumed that to get you to Italy would require two different awards--this is wrong.

FWIW, NW does have seasonal service from DTW to FCO (Rome). I'm not sure when this goes into effect, but you might ask about this. Another thing you could try would be flying CO into MAD and then UX (AirEuropa) from MAD to either FCO or MXP; not that booking awards into MAD is necessarily going to be easy.