I really don't know, but I fear I might not be alone ^^"
I thought about town twinnings, but Wikipedia doesn't link those three.
I thought about the emblem, but as far as I can tell only Heraklion has a sphinx as an emblem, and I don't see anything in common in their flags.
I thought they shared some myth about a sphinx or lions, but their Wikipedia page, as well as the Wikipedia page of the sphinx, don't mention anything along these lines.
The Wikipedia article on Dubrovnik and Bergamo mention it being part of the Napoleonic Kingdom of Italy, but the word "Italy" is only mentioned twice in the Heraklion article.
There is a train from Bergamo to Dubrovnik, but of course not to Heraklion, which is on an island.
Saint Google only displays flights if I search those three cities in the same query ^^"
I tried to read their Italian Wikipedia page, I noticed that Dubrovnik was named Ragusa in Italian, and Heraklion was named Candia, but Bergamo is still called Bergamo; and none of them mention lions.
Sooooooo... I don't know :(
Insurgence, Zeta, Reborn.
Actually they share the same publisher... Yeah, nothing too deep ^^"