For me actually, it is not a very big surprise because Italy has not been doing well recently and I am not going to say that there did not deserve to play in the world cup but they have also not been playing like a team that deserves to play in the world cup. And I also agree that they have been really unlucky in some cases. But whatever you say they cannot just concede a goal at that time of the match against Macedonia.
I agree, Italy didn't deserve to play in the world cup because they played badly in the world cup qualifiers.
In their matches, there were a lot of bad luck, unused penalties, missed opportunities to score, but in the end, if you can't achieve the desired result, you don't deserve success.
They were excellent at the last European Championship and became European champions, but it seems that their magic has been lost since then

The time has probably come for the rejuvenation of the Italian national team and a new beginning.
Italy was out of last world cup which was surely disappointing for millions but as they fight back in UEFA and won there were hopes now things are going positive for them, and they could be able to fight back, and we will have them in this world cup, but sadly we miss again them with their poor performance and some bad luck as well because they were no able to perform good against few teams and lost their spot second time in a row which is surely another big disappointment for their fans around the world.
Surely they are missing their magic with having some good performance in UEFA but poor in World Cup Qualifiers which are giving them shock again and again now it's good time for them to start their program for next qualifier and try to join because it's surely good and entertaining for all soccer fans.