AC Milan and Inter Milan are the obvious exception. Some absolute legends have exchanged red for blue and vice-versa. Meazza, Ronaldo, Baggio, Zlatan, Pirlo, Davids, Vieri, Vieira, Seedorf, Crespo, Balotelli.
True, but it's still not standard practice. Some of those names moved between the clubs either before (Vieira) they made there name or once past it (Meazza, Davids) and few were traded directly between the clubs.
If they were still any good the move still came at a cost.
Ronaldo and Zlatan did it via Spain and the Inter supporters gave them both plenty for it. However with Ronaldo it was more laughing at him for his weight, banners like "you left as a rabbit and come back as a pig". Ibra obviously hurt but not loyalty was never his thing.
Baggio came to Inter via Bologna, from memory Baggio never copped anything excessive from the terraces, mainly because Italian coaches did enough to minimise his potential.
Pirlo went to Milan via Brescia, may have played with Baggio while there, unfortunately for Inter, Milan were able to convince Pirlo to play a deeper role and reinvented him. Together with Seeedorf who went straight from Inter they were the ones that hurt Inter fans the most because they went on to win plenty.
Balotelli the less said the better.
Christian Brocchi was another one who managed to piss off Inter fans but more for his comments against the club rather than his ability as a Milan player.
Interestingly a lot of those names you listed also played at Juve as well, which some could argued was a bigger rivalry.