They haven't played as well away from home in Europe than in recent seasons. It's not easy to get a good result away from home against the best teams. Ask Roma about that

I also recall a Juventus 2 Man U 3 result 4 years ago!
What Bos says is correct though. Besides a few of the old guard Man U have a pretty young and inexperienced team in Europe. Utd have been in plenty of Quarter Finals and Semi's down the years but always seem to make schoolboy errors and you're always punished in Europe for such errors.
I can't explain what happened in Milan because that wasn't the Utd team I know. I've never seen such a limp performance by any Utd team. Fact is though we haven't put in a convincing performance away from home since the inspired Juventus win 4 years ago!