When director Paolo Sorrentino’s hit series The Young Pope debuted in 2016, it took the Vatican a year to grudgingly bless his imagined and occasionally blasphemous portrayal of the pope. Not so for Sorrentino’s latest film Parthenope, which has gotten an early thumbs-down from Italy’s Catholic Church.

That has only seemed to pique interest in the film, driving it to the top of the box office here for Italian films since its release in theaters last month.

Set in Sorrentino’s native Naples, the film is a lush meditation on beauty, love and death, drawn from the Greek myth of the siren Parthenope, who throws herself into the sea after she fails to entice Odysseus with her song. Parthenope is closely affiliated with Naples, such that the city is sometimes called “Partenope” and its people “Partenopei” in Italian.

The film is by no means about the church, but toward the end,...