The visitors restricted the Reds to a handful of chances at Anfield, with Danny Ings going closest when Iker Casillas tipped his header over the crossbar two minutes from time.
But the frustration of failing to win the game was a footnote to a 5-0 aggregate victory that comfortably put Jürgen Klopp’s team into the quarter-finals.
“We have played better this year but it was important that we started pretty well in the first half and didn’t let them get into the game,” Milner told UEFA.com.
“First half, we were better than the second. In the second half the game petered out a bit and we didn’t play as well as we know we can.
“But it’s job done as far as we’re concerned. It would have been nice to play better but ultimately we’re through to the next round.”
The vice-captain added: “They are a good team. Getting through was the main thing.
“Things went well for us in the first game, we took our chances. In the second game we had to make sure we were solid and see out the tie. We managed to do that and it’s great to be in the next round.”