The privilege are for Catholic Queens, Grand Duchesses of Luxembourg and Princesses of the Italian Royal Family (of course, they can opt to wear white or not - Queen Élisabeth of the Belgians, for example, wore black when she visited the Vatican City). This is not extended to the Princesses Consort of Monaco and Liechtenstein. So, Grace hadn't the privilege of wearing white (Princess Marie of Liechtenstein also wore black when visiting the Pope). And this has nothing to do with being Spanish. The Spanish tradition is to wear a mantilla when visiting The Pope. So, Fabiola wore white because she was a Catholic Queen, not because she was born a Spanish lady. And in the Vatican, she didn't wore a mantilla.