Massimo I noticed something similar also when I pay with the card in stores, sometimes i get italian or spanish prompts (which are fine, but still wonder why :) )
That is determined by the language set inside the card's IC chip. And these get programmed at point of card order, so it cannot be changed afterwards remotely. Maybe your app was in Italian when you ordered the card? Of course, sometimes the payment terminal does not support the language that the card prefers, and then it falls back to another language that is does support.
As for the statements, the language is determined at point of statement generation. After you changed the app language, have you generated new statements or did you simply open up one of your old statements? The old statements are saved as files and will not change language automatically.