Because the CL isn't our target, not really. We want to win it, just like I want a Ferrari, and we will play to win it, but we realise we are not one of the strongest teams or favourites. We could win it with a great run of form, favourable draw, poor match circumstances for opponents etc, but there is no point in saying to the fans that our aim is to win the CL. I don't believe that for a second, there are simply teams with better players and vastly more experience in the competition. Yet we won't be entering the competition to lose, you play to win, that's what sportsmen do. See the reasons above. If we were to win it we would as a considerable underdog.
Why does Conte do this? See my previous post, and look at what happened to us this season. Meltdown.
'We are Juventus' means nothing in the modern game, new money has skewed football and made it harder, there are so many teams who can afford very good players. We are not one of those teams, so we are trying to overachieve to win the CL, is it not par for us, or a regular target (I won't say expectation, because there are several teams at a very strong level and they can't all win it).
People need to face the reality of this, Juventus are not one of the current heavyweights, we are trying to build our team back to that level.
On a personal level I'm not someone who needs to hear nice things to feel appreciative, our squad come the end of the transfer window will be a good indicator as to what we can do.