He is absolutely great, the best in the league, and the stats back it up. At one point (not sure now), he had the best statistical output on Whoscored out of any goalkeeper in Europe playing for a side that finished 12. For instance, Buffon played for a better team in Parma before switching, but I wouldn't say he was at that point better than Di Gregorio is now (though younger).
I'm very sure we'll majorly regret going after a - in relative terms - unproven brazilian-league player instead of a homegrown who should be within our reach.
Also, current crop consists of three great starting keepers in 'top clubs'; Vicario in Tottenham, Donnarumma in PSG, Di Gregorio. You could possibly add Meret. Which country is better off, exactly? Brazil with Allison and Ederson? France has Maignan, Germany has Ter Stegen and a broken down Neuer. Spain's starting keeper plays for Athletic, but you can add Raya.
I don't think Italy is losing out in any comparisons here.