You are not the only one saddened by the fact that no Italian side made it to the quarter finals. I had serious confidence in Inter Milan who maintained such a wonderful record this season in both their local league and international competitions. Inter Milan won their first leg in against Atletico Madrid and during the second leg, they scored first which made me conclude they would qualify. How they allowed Atletico Madrid to score them two goals that made the match enter extra time and eventually penalty shootout is what surprised me.
This is why Champions league is a tough and interesting league game than every other league competition out there, where you have Champions come to face fellow champions and other good performing team from different leagues , you can be the best performing team in your league side, premier league, Italian, German league etc, but come to Champions league and get messed up by an opponent team. Inter did still try their best but this season's trophy isn't in their favor.