jquery autocomplete issue server side

I was hoping to make this example on jquery autocoplete work using a simple custom service I made up, but it's not working at all.

snippet:

$( "#city" ).autocomplete({
      source: function( request, response ) {
        $.ajax({
          url: "http://localhost:8085/TestJsonArrayAJAX/MyServlet",
          dataType: "jsonp",
          data: {
            q: request.term
          },
          success: function( data ) {

            alert("ciao");
            response( data );
          }
        });
      },
      minLength: 3,
      select: function( event, ui ) {
        log( ui.item ?
          "Selected: " + ui.item.label :
          "Nothing selected, input was " + this.value);
      },
      open: function() {
        $( this ).removeClass( "ui-corner-all" ).addClass( "ui-corner-top" );
      },
      close: function() {
        $( this ).removeClass( "ui-corner-top" ).addClass( "ui-corner-all" );
      }
    });

I noticed that the output of the original service is something like that:

jQuery1113013915240531787276_1443349161768(["Milaca, MN, United States","Milam, TX, United States");

meanwhile my services output is something like:

["Roma","Milano","Napoli","Palermo","Torino","Firenze","Pisa"]

because I though that a json array was enough and apparently is not.
Why is it not working, why a simple json array is not enough ?
Can you please help ?

EDIT:

implementing my service like this:

JSONArray jarr = new JSONArray();
        jarr.put("Roma");
        jarr.put("Milano");
        jarr.put("Napoli");
        jarr.put("Palermo");
        jarr.put("Torino");
        jarr.put("Firenze");
        jarr.put("Pisa");

String cb = request.getParameter("callback");
response.getOutputStream().print(cb+"("+jarr.toString()+");");

it works, but I still don't get why ??