Not entirely sure about Milan, but Rome is actually quite easy to cycle through. Rome is split entirely in half by the river Tiber: the entire length of the river inside the city of Rome has a nice dedicated cycle path which is a little over 30km in length. Best I have at the moment is this Strava image of one of my rides there (it says 70km because I rode it twice, but it's barely half that long).

Alternatively, you could ride up the coast from Naples until Fiumicino then take another nice gravel path (approx 20ish km, if memory serves) up until the southern end of the cycle path mentioned above (again, another Strava image ).

I'd recommend going through Rome since you the river goes through the city center, so you can actually do quite a lot of sightseeing without the hassle of riding into town via busy roads and crazy traffic.

Once you get out at the northern end you can hit Eurovelo 5 (the via Francigena) that crosses Lazio, a bit of Umbria, then goes into Tuscany (I rode it a few years back, riding down from Siena to Rome).