Yes they do!I haven't thought about the possibility...Do you know if their distribution goes as far as the Mediterranean Sea? I know for sure that we have Sepia officinalis but my knowledge about cuttlefish is very limited...
So, according to the Wiki article, a single specimen has been collected from Italy! But I am based in Greece, so if you are right and this was indeed a sepiola atlantica that would be super cool for cuttlefish experts to know...I have a short video from the moment I collected it, I will try to post it later in case anyone is interested...Yes they do!
These guys also do not get very big. Cute little buggers though.
Here's a few links for you.
Sepiola atlantica - Wikipedia