Thanks for your responses @Cesar656 and @PeppePark!
I'm waiting for the schedules because I'm from Spain and here sometimes the concerts are late, like 10pm starting or even 12pm on festivals so I'm hoping in Italy is sooner to have more time to go back to the hotel because we're leaving the next day.
I haven't booked the hotel for that day yet, we have the hotels for the other days we're in Milan but we haven't decided yet on that day but I like the idea of going the other way of the metro to avoid the crowd. I'll look on the next stops of the metro and see what I can find there!