If you mean that he likes AC Milan, that is because he supported them as a kid, he said so a few years ago.
And lets be honest, Balotelli isn't the sort of player who is going to be loyal and start hating them just because he played for their rivals...
Correct me if I'm wrong, but didn't he admit to being a fan of AC Milan even while playing for Inter? In any case, it's a well-known fact he supports them.