No shrink wrap? That's odd, I wonder if customs opened it for some reason
Either way, if you haven't already contact Amazon Italy's support:
When prompted Sign in
1. Check the tick box next to your order then
2. Select Email Us in English from the dropdown
3. Click the E-mail button
If I were you, I'd take a photo and include the link to it in the email you sent. Say it arrived very damaged, that you're in the US and you'd like a full refund.
They should process it without asking you to send it back as you're in the US. (They did the same for me with my damaged copy of this - mine was all scratched up along the bottom.)
@MrBMT
No, it was not opened by customs, I always order the gift wrapping for just a bit more protection. The gift wrapping and the flimsy cardboard mailing pouch had not been opened.
I've ordered from Amazon, Spain, Italy, UK, Germany, France and Japan, and receiving an order without shrink wrap has never happened before.