Dybala reels away after scoring game's only goal.
Ronaldo was also subbed off in Juventus midweek Champions League win over Lomotiv Moscow for Dybala but it was Douglas Costa who scored the victor in the 90th minute that gave Juve a slim 2-1 victory.
Five-time Ballon d'Or victor Ronaldo looked glum as he came off and directed some words at coach Maurizio Sarri before heading to the changing rooms and Sky Sport Italia reported that the 34-year-old had left the stadium three minutes before the match finished.
However Sarri said he did not know whether Ronaldo had left the stadium early.
Ronaldo was also replaced during Wednesday's Champions League match at Lokomotiv Moscow when he again looked unhappy at the decision, although Sarri said it was to avoid risking injury as the 34-year-old had complained of knee and thigh problems.
"He did everything possible to play, but I saw he was not well and thought it best to take him off".
Szczesny was kept busy and forced to make important stops to deny Milan's Krzysztof Piatek, Lucas Paqueta and Theo Hernandez. He gets angry when he is taken off but that is part of the game.
"It (his condition) is affecting his performances and he is not at his best at the moment. All players who are trying to give their best will have at least five minutes of being annoyed when they are substituted, but a coach would in general be much more anxious if he didn't seem upset".
Juve were knocked off their perch by Inter Milan on Saturday after they fought back to beat Verona 2-1, but Dybala's solitary strike in a hard-fought victory was enough to lift them back to the summit.
But they gave an improved performance and had the better chances in the first half.
The visitors poured forward in search of an equaliser, but Giacomo Bonaventura pulled his effort wide from inside the area, while Dybala was thwarted by Donnarumma save in stoppage time.