The visit of the president of Italy was a presentation visit, of very short duration, and the lunch was almost private. It is an unusual type of visit.
We will have to wait for the next official visit to see if this protocol continues. Official visits usually last more, and there is a meeting at Zarzuela first, and then an official lunch with dozens of guests. On such visits they could apply this new protocol.
On state visits, Pardo palace is the official residence of the heads of state who visit Spain, so I do not think the protocol will change. The headquarters of the Royal Guard are there and they have beautiful gardens, move it to the center of Madrid would be more complicated. Lunch at Zarzuela is private, and the great reception that is the gala dinner is already held in the Royal Palace.
