Xandra may have only been a US detective technically speaking, but that didn't mean she wasn't allowed to visit other places. Especially ones as fascinating as Rome. She walked throughout the streets until she approached Vatican city.
Rome itself may have been rather small. but the city felt bigger in a totally different way then places like New York city or most any city in america for that matter. It was a remnant of an empire that spanned far and wide but was now oh so small but still somehow beautiful, and it was also a standing sign of a religion that had gone even further and longer then the empire had.
Another interesting factor about Xandra was that she could sense anything in shadows or that was producing a shadow. Which meant while her eyes and ears saw the sights and sounds, her umbrakinetic sense caught onto the complexity of even more then that. She spread her arms wide and just looked up for a moment taking it all in with a smile. Not expecting, or at least not aware, that a more sinister individual might have also been present for whatever reason was their own.