All of these postings are wild guessing. In fact there are sleepers between Milan and Rome every night (it's not too short a distance for sleepers). The 22:35 and 23:20 trains from Milan offer sleepers to southern Italy, stopping in Rome at 6:10 and 7:15, respectively. According to "Cook's European Timetables" these trains should run on Dec. 26, but according to the German railway website, there are no sleepers between Milan and Rome on Dec. 26. This is strange, but it may be because of the Christmas holiday (Dec. 26 is generally a holiday in Europe).