it is no good saying that u2 should not have released a dvd of a show because there were better ones. They can't record the "better shows" after they have happened. They need to decide on a show before hand for logistical/cost reasons and for asthetic reasons and then put everything in place. it takes time to organise a DVD shoot and costs a lot of money.
My idea why Milan was chosen over Holland was that the stage was at the side not the end so the crowd was closer and higher which will look better on the DVD.
The idea that U2 sit in a room and say "the italian fans will look better that the dutch fans" or vice versa is ridiculous.
As for what stadia they choose to play in; it is equally ridiculous to say that U2 have wanted to play San Siro for 15 or however many years. As people have already said, U2 will go wherever the promoter who has promised them the most money tell them to go.
A U2 tour is a money making enterprise. They are not in it to reward fans or "thank" them for being loyal. at the end of the day it is down to £$ and nothing else.