It's plausible that Milan did know, nobody knows. My point is that every transfer of a top player away from a club could be subject to 'why would they sell him', but they do time and time again.
How we could sign a player, and why the selling club would sell him, are the same thing though. Every signing could be subject to a doubt over why a player was sold.
I don't buy the narrative that it was impossible to believe we would sign Tonali like. PL clubs sign captains of clubs from poorer leagues all the time, local lad or not. Players also leave their local club all the time.
I don't believe that at all, it's perfectly normal for PL clubs to buy the best players of teams from poorer European leagues. We bought the captain of several French clubs even with Mike Ashley as owner