It wasn't just a desire for vengeance on the Simpsons that made Francesca and Gino stay with Bob. Once Bob's past was exposed to the villagers of Salsiccia, Francesca knew that the reputations of herself and her son would forever be tainted by association. Besides, they didn't have any other relatives nearby, so when Bob fled, there was really nothing left for them in Salsiccia.
After the Simpsons and Krusty succeeded in escaping the Terwilligers at the Colosseum, the strange combination of excitement, frustration and wicked glee wore off quickly. Gino lost interest in "FARFALLA VENDETTA!" after about ten minutes and wanted to go to sleep, as he'd had a very long and eventful day for such a little boy, and had stayed up well past his bedtime. So, Francesca was stuck carrying her heavy, exhausted toddler in one arm while her free hand was entwined with that of a weird-haired man in a Pagliacci costume. This was bound to attract unwanted attention.
"Roberto," Francesca apprehensively whispered to her pensive husband, "what is the new plan?"
It took a minute for Bob to acknowledge her.
"We'll leave Italy, make a fresh start, and see if we can get back to the United States."
Francesca shivered a little; America was so far away, across the ocean. She'd never even left Tuscany prior to today. And Bob's "plan" was awfully vague...
"Are you alright, my dear?" Bob asked.
Francesca met Bob's eyes again and took in his white clown makeup. She thought about the way he'd sung that last verse of "Vesti la giubba", and how the rest of it was about Canio trying to hide his pain so that he could give his audience what they wanted to see. Bob was Francesca's audience, so she would give him what he wanted to see: an evil smirk with a hint of lust in it.
"I'm alright as long as I can be with you, amore," Francesca whispered, and kissed his cheek.
So, one day Francesca was the wife of a beloved mayor and the proud mother of his son, and the next, the wife of a fugitive and the mother of a son with an uncertain future. But she could cope with it. Hopefully.