This isn't true. We LOVE those type of players. Di Canio was never that good while Zola was a massive blunder by Ancelotti, and the league as a whole, which everybody recognized. They were also 28 and 30 when they left Italy, and Zola was considered finished at the time he left. Di Canio slipped through the cracks
Baggio's struggled at milan because of his personality and at Inter because of injuries, as always with him
Bruno Fernandes was a weird case. Clearly talented, there was a lot of interest by plenty of big clubs including Inter, Roma and Napoli. Him going to Sporting came out of left field and was kind of a shock move