They sent me a business case a few days after I applied.
They let me complete the tasks whereas they knew from the beginning that I was not who they were looking for - they wanted someone already based in Italy (and I've indicated on my CV that I lived in France) and told me it was the reason why they did not want to keep me in the process.
It would have been more professional to be transparent from the beginning as the tasks were time consuming.
I was very surprised by this attitude, as they seemed very understanding during our first exchange.