This post isn't directed at you, Neo, in particular, so I hope you don't take it that way. However, when it comes to depth:
Lazio certainly does. In their last match, they had Nani and Felipe Anderson on their bench. Who do we have on our bench at their level?
You know, Atalanta might have a deeper bench than we do. In their last game, they had Andrea Petagna (not great, but useful option, he's like an Italian Emile Heskey--doesn't score a lot but does dirty work for an attack) they also had Andreas Cornelius, he's adjusting to Serie A, but he's done very well for them in Europe--he's also a Danish international. They also had Josip Illicic on the bench. So acting like Atalanta is managing an identical situation to ours, but better is actually not true.
Why? Because when you look at what Atalanta's league position was while they were juggling Europa League and Coppa Italia duties, they were actually farther behind us. We got knocked out in the Round of 16 in the EL, while they got knocked out in the Round of 32. So, when you look at our positions, they're ahead of us (by a point) while we're in the Coppa Italia Final and went deeper than them in the EL. Inter hasn't had to deal with the EL at all, and they seemed to have benefited from it greatly--particularly in the first half of the season, look at them in the second half.
Also, the pressure at Atalanta is not the same as at Milan. The pressure at Lazio is not the same. It's not the same at Roma, either. Hell, the pressure at Napoli isn't the same as that of Milan. Acting like players haven't crumbled when they've come to Milan would be unfair. Bertolacci was never good enough for Milan, but he was a good Serie A player. I never expected him to fall to the level that he did though. Did you?
Also, players aren't scrutinized at the same level at these smaller clubs. Look at Ricardo Saponara at Milan and then at Empoli. He even talked in interviews about the difference.
My point is: there are problems that Milan face that smaller clubs do not. There is far more pressure at Milan than at other clubs; we don't have depth in the proper areas (we're loaded at CB, in CDM, but in attack?); and we haven't had consistency in the manager's spot. Which is why I'm leaning towards letting Gattuso keep the job. I don't think Sarri is coming here, I'd be really surprised if he does, but I think managerial consistency is needed here. I'd welcome Sarri if he does indeed come, I just am rather doubtful that he will.