There are a lot of annoying things in the new PBS documentary "The Italian Americans", like the claim that Sacco and Vanzetti faced anti-Italian prejudice, which I've argued against before. Another is this similar claim that silent movie icon Rudolph Valentino faced prejudice in Hollywood because there were no Italian roles and he was too much of a dark "other" to get any "mainstream" roles, so he was forced to play only "exotic" non-European characters.
To make this questionable argument, the writers and "experts" get a lot of information wrong — maybe on purpose. First of all, Valentino was only half Italian. He had a French mother, so his looks were not only Italian. And he didn't play an Arab in The Sheik either. It was revealed at the end of the movie that the sheik was in fact a European of British and Spanish descent, which was meant to erase the character's exotic "otherness" so that his forbidden romance with the English heiress would become socially acceptable. It's true he was supposed to "pass" for Arab until that reveal, but the other Arabs in the film were played by American actors of Northern European descent. That wasn't at all unusual.
If you look at his filmography, contrary to what the documentary implies, he played mostly Europeans like himself: Italians, Frenchmen, Spaniards, a Russian Cossack, and even several "all-American" characters with Anglo/Celtic names. He also played some Latin Americans, but they can be fully Spanish. As far as I can tell, the only clearly non-European he ever played was an Indian Rajah, but in that movie, as in The Sheik and its sequel, as well as the movies with Latinos, the other "exotic" characters were also played by white actors, mostly of Northern European descent.
The fact that Rudolph Valentino was openly loved by women all over America, and imitated by a lot of jealous men, argues against any kind of extreme "otherness" or anti-Italian prejudice. That could never have happened if he was really considered so dark and foreign, or if there was such a stigma to being Italian. He was "exotic" as an ethnic non-British European and a "Latin Lover", which American audiences weren't used to seeing, but not so exotic that he wasn't still seen simply as a white man.