I did not know King Vittorio Emmanuele was interred in Alexandria. After the blast of the Italian consulate there, indeed the cri de coeur by Princess Maria Gabriella is understandable. I hope that also King Umberto II is granted to be interred in Rome. At the other hand, his last resting place, the Abbaye Royale d'Hautecombe, has always been the burial site for the House of Savoia.
And why not also the remains of her father? He also isn't buried in Rome.
I believe the Princess asked about her father as well. But al least her father is resting in the historic mausoleum of the House of Savoia, so it is less urgent than the last remains of King Vittorio Emmanuele III.
In her letter, the Princess asked for the reburial in Rome of her grandfather in order to preserve his remains from possible attacks of IS, after the recent IS attack at the Italian Consulate in Cairo.