I'm surprised Jay never saw those (or any Leone movie ?) because they are pretty integral to the Italian horror style of the time in many ways : visual tricks, style and cues, collaborators, Morricone and directors that did both western and thrillers. But it was cute listening to him liking it.
Being total classic western virgins is another slightly weird one though less surprising. I haven't seen that many from the classic era of American ones but you know... The Searchers ?