There is no light bulbs in Italy?

S3 EP4

after Ralph's joke:

“How many Neapolitans does it take to screw in a light bulb?”

“There’s only candles in Naples right now, the cardinal of the church controls that racket.”

Furio said:
"We don't have a those bulb jokes. they don't translate."

do Italians not have a special word for light bulbs or I don't get something?