Speaking of stadiums, there were talks of building stadiums for both Juve U23 and Juve Women. Three stadiums is not that bad for one club, is it? Not to mention the Juve HQ, Vinovo, J Hotel etc, etc.
Also the players would spend the money they saved on taxes. They could be investing in real estate, opening their own businesses like restaurants for example, buying more luxury goods like yachts, cars, jewelry, clothes. All these goods are taxed so the state would get their money anyways. The difference is that a part of the money would go to Italian people.
Actually it's quite the opposite with your second paragraph. There is a phenomena called "Laffer curve". It shows that you can raise the taxes only to a certain point. After that point country's income from taxes will start decreasing. It's happening because it is no longer profitable for people to run a business so either they avoid paying taxes or close their businesses.
Raising taxes actually hurt the poor people most. These people rely on others to give them jobs. If there are no jobs in the private sector they can't work.