Milan aren't supported by the state at all, and like all Italian clubs pay a very high rate of taxation compared to European clubs, particularly Spanish, especially Barcelona and Real Madrid. That and we actually pay to the government for our stadium, its fair though, they paid to build it, can't all live rent free in a glorified council flat like Barca though eh?
Not to mention we are debt free, you are kept afloat on loans from banks that required state bail outs, as is Madrid. So no, its you, not us, that are the benefit sponges. You are footballs equivalent of people who professionally watch daytime TV.