ROME—A small, single-engine plane carrying six passengers and a crew of two crashed Sunday into a vacant two-story office building in a Milan suburb, and authorities said all eight people aboard died. Investigators opened a probe into what caused the private plane to crash shortly after takeoff from Milan’s Linate Airport en route to Olbia Airport on the Italian island of Sardinia. A thick column of dark smoke rose from the crash site and was visible for kilometers. Several parked cars nearby went up in flames. Firefighters wrote on Twitter that no one else but those on board involved in the early afternoon crash near a subway station in San Donato Milanese, a small town near Milan. Milan Prosecutor Tiziana Siciliano told reporters at the scene that the plane was proceeding on its flight until “a certain point, then an anomaly appeared on the radar screen and it plunged,” striking …