According to La Stampa, as reported in Yahoo News.

On a lighter note, the La Stampa daily reported that a gang of masked robbers had stormed into a bank shouting: “Relax, we are not Isis. It is only a hold-up.”

This fascinates. Why would the robbers do this? Fear of bodily harm is, one surmises, among the most useful elements of a successful robbery. Yet, fear of being suddenly and pitilessly butchered for no purpose must provoke a different reaction than fear of being relieved of one’s wallet. So this must be a necessary warning to prevent people from just running from the exits, devil-take-the-hindmost.

Or, the robbers in question were of Arabic extraction, and did not care to be stereotyped.

Or, one of them thought it was cheekily funny.