Are you aware that Delta flies non-stop JFK-PSA?

No non-stop flight on March 8 (Sun Tue Wed Fri only), but you could fly non-stop on Mar 7 or Mar 9, and return non-stop on Mar 15.

Roundtrip business fare IRLEIS $3261.61 all-in. I really don't see why you would connect in this case. If you must travel on Mar 8, fly Delta through MXP on the way there, and non-stop back, fare is $3276.29 all-in.