More alternatives, to begin with. Old Billy gives us more security than Dellas, to make just one example.
Then Ancelotti's last stroke of inspiration by playing 3 offensive midfielders and only one striker, which clearly disorientated Capello's 3-4-3.
Perhaps also Capello's contempt for the Coppa Italia, as none of the teams he coached has ever even made it to the final I believe (he did not seem too affected by Roma's demise this time either, on the contrary).
And finally, Milan's tradition of seldom failing on big occasions, as opposed to Roma's tendency to demolish smaller teams but be less conclusive against the giants, which could however be sufficient for them to win the league.