Dendrodoris fumata lives in tropical to warm temperate Indo-West Pacific (Ref: Link). It seems a juvenile of Dendrodoris limbata that it lives in Mediterranean Sea.
Unfortunately Sealifebase does not have the same quality as Fishbase so usually the information is few reliable and the distribution maps of Sealifebase usually it is unreliable.
This is a reliable site and you can read of only a specimen from Israel at 1980: Link
There is a second record from Turkey at 2010 (Link)
With two specimens of Dendrodoris fumata met in 30 years it is not considered a species that live in Mediterranean Sea but only in Red Sea. For Mediterranean Sea this records are considered exceptional and due to accidental introductions.