He backed himself to play a major role at United, in spite of not starting the season as first choice, and then along came the loan offer from Roma.
Leaving United is not something any player does lightly and Smalling fully expects to be back there next season. After all, in December, he signed a new contract to the end of the 2021-22 season. But he feels there is an opportunity to develop and improve in Italy, the home, as he puts it, of "the art of defending".
At 29, he's open to new experiences and wants to do it properly, "to immerse myself in it". To learn the language, live in the city, play the Italian way. When in Rome, and all that.
That afternoon, he and wife Sam will once more strike out across the city with Leo, looking at potential homes. Mother-in-law Andrea is embarking on an epic journey from Cheshire to Rome in her VW camper van with the Smallings' two dogs on board and soon the whole family will be part of the Roman adventure.
During the off-season, he had discussions with United manager Ole Gunnar Solskjaer, with whom his relationship is strong.
"He said I would get games," Smalling says. "I would have had the cup games and then in the league, depending on injuries. Would it have been the 40-50 games I am used to if fit? It might have been 20-30. Still a good number, but I want to play."
Then came the chance to live another kind of football life. A beguiling city and a club who might be described as an Italian Tottenham — glamorous, historic, too few trophies. A groin injury means he is not certain to play against Bologna tonight, but when fit, he will start.
He was on the team bus this month for the derby against Lazio, when Roma were the designated away team at their shared Olympic Stadium. He loved every moment.
Did the arrival of Maguire from Leicester City for a world-record fee for a defender make up his mind?
"Not really. I had spoken to the manager before Harry came and I knew I was behind him and Vic [Lindelof], but in previous seasons, I had started behind [two first-choice centre backs], and after four or five games, I had worked myself into the team. I love a challenge, and when a new centre back comes in, it makes you raise your game.
"If I had stayed, I would have taken on that challenge and I would have been very confident that I would have played the number of games I was worthy of. Equally, I have a challenge here at Roma. Going back [at the end of the season], I will have an added element that some of the centre backs won't have.
"The easy decision was to stay," he says, but something drew him to Rome. Eleven years ago, at the start of his professional career, Smalling was off to university before football intervened, a bright boy who had done his A levels, and suddenly it all happened very quickly for him. Just 18 months at Fulham, before Sir Alex Ferguson signed him in January 2010.
He joined United that off-season and almost immediately he was playing regularly at the age of 21, on the bench for the 2011 Champions League final.
He knows many will assume he is finished at United, but that is not the way he sees it. It is an opportunity to become better, a kind of Premier League gap year in a career that already includes five major trophies.
"This is the perfect opportunity to try to live in a different culture. In that respect, it is like a total change, although football is still the same."
Alongside Ashley Cole's forgettable 18 months at Roma, the club are pretty sure Smalling is the only other Englishman to represent them in 92 years. They pushed hard for him. New manager Paulo Fonseca spoke to Smalling, explaining how he wanted to play and the importance of a "quick and aggressive defender" to his pressing style.
Smalling came off the phone and, within an hour, he and Sam had decided it felt right. When he met the chef at the training ground, they knew already that Smalling was a vegan and the food, as one might expect, has been exceptional.
He is cognisant of what he leaves behind, too, as one of the last United players at the club to have been signed by Ferguson. Antonio Valencia departed this off-season, leaving just Smalling, David de Gea, Ashley Young and Phil Jones from that era.
"There are not many of us left. It's a massive change at the club."
He has lived through an astonishing period in United's history, part of the team who won the last two league titles under Ferguson and playing under the four men who have come in since. Only six years have passed since Ferguson left but at times, it can feel like a lifetime.
"Each manager who has come in has tried to put their own stance on it. With each manager and as time goes, there is a slight change each time. My period [at the club] is full of ups and downs; the Sir Alex period and then the number of managers who have come subsequently.
"As players, it can be tough. You are so used to something and then different managers ... it is definitely a challenge. It was about proving yourself to that manager. Because of the expectations, as well, sometimes we didn't always meet them. And sometimes we did with some of the cups. I've learnt from each manager. It's helped me as a player."
Newly arrived from the Premier League, he is a mixed-race footballer who may have to confront the racism prevalent still in some Italian venues, but that holds no fears for him.
"Our voices as players need to be heard, whether that is us or the staff who are the subject of it. When people do speak up is when a change happens."
For all the dismal events of recent weeks, he feels change is coming.
"Hopefully the governing bodies and leagues and us players are closer [in terms of their views]. It is just disappointing. You have kids watching on TV and then you have your kids being brought up around it. It needs to stop."
For all that, there is no question he heads into this season with a sense of optimism and adventure that does him great credit.
What would the conditions have to be for him to return to United next season? It is, he considers, hard to say other than that he is a footballer who wants to play every week.
"Over a season, a lot can happen," he says, but one thing he can guarantee — this time next year, he will be a better player for it.