In general, I'm not a fan of the font. It doesn't seem to have very good hinting, so the horizontal strokes are blurry. It's also way bolder on a Mac than on Windows.
Indeed, that's a faux italic[1] created by the browser in the absence of a real italic font. Perhaps the author forgot to include Bembo Italic[2] in the @font-face declaration (or simply decided not to pay for it)?
They are generated. The only web-font being loaded is the Roman style (upright), and the browser is mechanically skewing it to try to replicate the italic. This is really noticeable when it's done to serifed typefaces, because the italic forms are based on a different model of writing and change significantly.
