I'm not so sure about Milan to lose to Dortmund in San Siro to be honest. Because they have gained some momentum finally by the important win against PSG in San Siro. These 2 goals were the first ones Milan scored in the group as well. However I think these goals will motivate them to be better at finishing in the remaining matches.
Actually, something like this can still happen because after all, seeing from what happened in group F, there are always surprises that will happen, especially for each team in group F has the same ambitions and chances to qualify so they will definitely make every effort to make their performance better and better in every match that is carried out.
Milan and Dortmund are in the same situation and they also have a record in the previous match is a draw but Dortmund has more advantages after winning against Newcastle which makes this could be a good advantage against Milan later.
Moreover, the last one to face is PSG for Dortmund so victory must be a fixed price for them to still be able to compete even though it is playing at Milan's home.