Bed sheets nos available

I'm starting to make plans for next year vacations. I'm thinking of going to Italy in May and to Turkey in September. I'm finding now that some hotels (in both countries) are starting to give you a warning: "Bed sheets are not available". I suppose that it doesn't mean what it literally says. Do I have to bring my own sheets? I see that a lot of people are asking that in TripAdvisor and other medias; but nobody gives a logical explanation. Anyone there knows the right answer? Thanks.