Roma doesn't need to go far to win the Europa League. Roma being in the top 4 in Serie A is a matter of pride because this season they want to be in the top 4 so that next season they can compete in the Champions League, but looking at Roma's current performance it seems uncertain it is impossible to get that position and I doubt that Roma can qualify for this play-off round because their performance cannot be fully expected and it seems that Roma is not really the favorite club to win the European league title this season because there are still other clubs who are much stronger and more consistent.
And it's true, as you said, that the Roma players seemed to lose direction in the match because the coach couldn't accompany them in carrying out any instructions that were played on the field. In fact, I feels sorry for this club because they seemed to be struggling in running the match, but in my opinion This defeat was normal because Milan performance was much better than Roma.
I expected José Mourinho their coach to work on his team in this current transfer window, he has to strengthen the team if he wants to go far in all competitions they're still involved in, cause they might end up not going far in the Europa not to talk of winning it and even fail to make top 4 as well, the lose against AC Milan should be an eye opener to the board that Mourinho still needs their backing in this window to get the best results.