This is one of the problems with VAR, meaning it can easily be manipulated by the officials - both on the pitch, and in the VAR room.
In the case of Milner on Foden (also the stonewall penalty for Wolves against United and United's goal in that game), the referee makes an on field decision that there was no foul. Therefore no review, whether or not a foul was committed. No free kick, red card or penalty either.
Alternatively, the referee could instantly award a foul, which could also be a penalty and red card. This has to go to review, and the VAR officials generally come to the correct decision. (Walker against Southampton).
So the referee has nothing to lose by awarding the foul, because it will be corrected it he is wrong, and no damage is done. But by not awarding the foul, there is virtually no opportunity for the decision to be corrected.
United and Liverpool have both had instances of clear fouls by them not being given already this season. On the other hand, City can be penalised at the slightest risk of a transgression, and nothing other than on obvious mistake will be overturned.
The same teams benefit, the same teams suffer. I posted something from United and Liverpool forums recently, in which one fan from each of those clubs had noticed that Liverpool often benefit from refereeing errors and City suffer from them. It amounts to something when the inconsistent refereeing has become so obvious.