The Reds dominated the early proceedings at Anfield, but two late goals from Ante Rebic and Brahim Diaz put Milan ahead at the break.
Robertson told reporters: "It is one of them. Enjoyable for the neutral and I am sure the fans in here loved it by the time we got ahead. First half an hour we blew them away. The n we got sloppy and stopped doing the things we were doing really well. We let them back into the game and walk in at half-time thinking 'how have we let this happen?'
"It was important at the start of the second half to come and forget about the last 10 minutes and come out and do what we did for the first half-hour.
"We got an early goal and then what a strike by Hendo and then we were able to see out the game. They didn't really have chances after that which is really pleasing. We know how tough the Champions league is and how important it is to start with three points.
"There wasn't much to solve. It was the last 10 minutes the gaps in midfield got too big. They found spaces between us, which is always dangerous, especially when the wingers start to go inside. As soon as we closed the gaps there was no room to play.
"When you play in this tournament it is against good teams. We need to be smarter. Really tough but we managed to come out second half, play our football and enjoy it again."
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