If you have to vote for a budget, you have to have a majority, and everybody knows that. And small parties know you'd have to pay them if you want the budget passed. Between those, you have also some agenda you probably want to advance, and this requires majority too. So unless the principle of the ruling party is to make as litte laws and humanly possible - and don't get me wrong, I'd love such party, but it is very rare - they'd have to form a majority, even if temporary. And the temporary one is more dangerous because you'd have to pay each time you need it.
Italy is in no way unique at this, of course, there are many more countries with same problems.