Mateja Kezman was thought to have flown into Manchester with the purpose of concluding talks with United.
However, Corriere dello Sport stressed they are being held in the English capital and that the Red Devils still have not made an official bid for Milinkovic-Savic.
Furthermore, while Kezman has been given permission to negotiate, he finds himself caught between a rock and a hard place.
That is because, as per the newspaper, the former Chelsea striker is aware United are only willing to go up to €80m, whereas Lazio President Claudio Lotito is demanding €100m.
Kezman, on the other hand, would be siding with the English giants, trying to convince the Aquile to accept €80m.