Is Lupin III (2015): Italian Game hentai?
No
Rated PG-13 (Teens 13 or older) on MyAnimeList and not tagged as Hentai.

TV Special · 2016 · 1 episodes · PG-13 - Teens 13 or older
Action, Adult Cast, Adventure, Comedy, Seinen
The special's story centers on the kidnapping of Rebecca Rossellini, a beautiful business owner who is a featured character in the new Lupin III TV anime series that is currently airing. Upon hearing of her kidnapping, Lupin rushes to her rescue. Additionally, Lupin receives a written challenge from a mysterious person named "The Masked Count" suggesting a contest: who can obtain the "inheritance of Count Cagliostro" first. (Source: ANN)
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