This is pretty simple, actually.
Find the colorscheme file you are using. If it is a personal colorscheme in your ~/.vim directory somewhere you can just edit it directly. If it's a system-installed one then you will need to make a copy first and put it in ~/.vim/colors.
HTML attributes are linked to the "Type" highlight group. So find the line that starts "hi Type" or "highlight Type" and modify it to include "gui=italic".
If such a line doesn't exist yet, just add one: "hi Type gui=italic".