Cyrillic italic originates in cursive. Greek, Cyrillic, and Latin cursive all look quite different from vanilla print versions of the alphabets; it’s only in Cyrillic that the print italic version of the alphabet is based on cursive. (You could argue that Latin italic is based on handwriting, but not on Cursive as we understand it. And given that Latin cursive ended up in German as Sütterlin, that’s just as well.)
Added bonus: there is regional variation in Cyrillic cursives, and hence Cyrillic italics; г italicised looks completely different in Russian and Serbian/Macedonian (Macedonian alphabet). This is a problem for Unicode Cyrillic: you need to specify the language explicitly to get the right forms.