I can't tell you what my relatives were like leading up to the war (I certainly wasn't born at that point), but they were illiterate peasants from the south, far removed from the cities and politics.
My suspicion is that, if anything, they were like most southern Italians, who seem to have a profound distrust of the government and politicians.
If I'm honest, they didn't have any moral objections to the war--they just felt used.
Up until the last century, violence was seen as just another necessary part of living, and morality only came into play when it involved you're own community.