I'm having the same problem, with the same players not being loaned out. This happens every game ...
it's a problem that happens to all the teams managed by the AI, and not just Inter and Atalanta
the devs just need to try running fm 23 to see this problem.
I uploaded 2 files " NO LOAN TRANSFER JULY" and " NO LOAN TRANSFER SEPTEMBER".
I don't think it will be fixed in the next update.