That's a good call, Forza and Gran Turismo have the Italian language connection and assassin's Creed also has the Italy/vatican connection, including actually fighting the pope in the game at one point, which later causes the pope to commit suicide (later retconned in a book, but I'm not sure that part matters here)

Other possible Vatican connections include Arceus and Archaeans from pokemon and rainbow six, both of those words appear to have a Latin (one of the official languages of the Vatican) influence to them. Lastly, Elden Ring appears to use some Latin in it. These ones are far more of a stretch than the other three, but who knows?