It's way more inland than the others on the list though. And there's some foothills in between there and the sea, Apennines, isn't there? So that would explain the difference. I'd expect there to be data for that one as it's not all about big cities.
According to Wikipedia, Luxembourg has 1725 hours of sunshine per year. Not much lower than the nearby capitals that made the list, but, as sillie points out, the inland location behind the Ardennes probably makes the difference!
I tried Riga, Tallinn, Stockholm, Helsinki and Oslo and started wondering if there's a bug with the quiz or if I have problems with my laptop / internet connection since none of these worked. I was expecting that Scandinavia will have much fewer sunshine hours than, let's say, Paris. I still got them all in the end, but it was more challenging than I was expecting.
The polar nights are balanced out by the midnight sun. I tried them too, after I used the gulf-stream capitals up, but nope, the 16+ hour days in summer seem to balance the 6 hour winter days quite well....
Also, the number of hours of sunshine doesn't tell you how hot it gets. I'm pretty sure that one hour of sunshine doesn't feel the same in Dublin in January as it does in Nicosia, or other Southern European capitals, in July.
Fun Fact: Pittsburgh (which happens to be the closest major city to where I live) is widely considered the least sunny city in America. According to Wikipedia, it still gets 2,021 hours of sunlight--way more than even the "sunniest" city on this list.
Very surprised that Paris was there yet no Scandinavian Countries. Vilnius only one that I missed.