score:4
tl;dr - You have to self connect.
Long answer
It is not always the case. You have the sole responsibility of ensuring that you have necessary visas, including the transit visas. Airlines will deny you boarding if you do not have a transit visa, even if you are on a single itenary.
One hypothetical example, I am an Indian citizen, traveling from New Delhi (DEL) to London (LHR), via Frankfurt, Germany (FRA). I am using Lufthanza to fly on both legs. I do not plan to get out of airport in Frankfurt. I will be denied boarding since I don't have a transit visa for Germany.
Same in case of flights transiting in US. Every person is required to clear immigration and recheck their bags, even if they are just transiting to a third country.
In your case, there is no codeshare between Wizz Air and Ethihad. You have to self connect in Abu Dhabi. Your citizenship is not mentioned in the question. If you are a Pakistani citizen, you require a visa for UAE. If you are an Italian citizen, you can get on arrival visa, provided you can satisfy the criteria like hotel bookings.
In short, you will be denied boarding in Italy, if you do not have a visa for UAE. Also, this itinerary is sold only by kiwi with a self transfer. Its clearly mentioned that self transfer is your responsibility.