Have you measured your oil temps? For what purpose are you adding the
oil cooler?
For track use, I'd agree, for most street use, I'd disagree, especially
in cooler climates.
One interesting gauge to add to your car is an oil temp gauge. For
those that use their water temp gauge as an indicator as to when it's ok
to begin an Italian tune up, I'd suggest you need to wait a few extra
minutes.
I found that the oil temp lags behind the water temp significantly, by
as much as 5-10 minutes, more if it's a cool morning. Also, depending
on the climate, addition of an oil cooler may prevent the oil from ever
coming up to a proper operating temperature.
Ideally, you want the oil temp to be roughly the same as the water temp.
I wouldn't just blindly install an oil cooler unless you know for a fact
you have a specific reason to, or you've installed an oil temp gauge and
have found conditions under which your oil is running too hot (such as
on the track).
Alfa did a great job with the lubrication system, for the most part, and
under most conditions there's very little need to muck with what came
from the factory.