The Europeans failed to qualify for a third consecutive World Cup after a penalty shoot-out defeat to Bosnia-Herzegovina in March, becoming the first former champions to miss three straight tournaments.
The Azzurri had previously only missed the 1930 and 1958 editions, making their current absence particularly striking.
"We were honestly surprised by the attitude of Donnarumma, Pio Esposito and others," Baldini told the media.
"They put themselves at the disposal of the group and even thanked them for being with the team. Seeing them so humble and at the same level as the others was wonderful.
"I feel there is a lot of talent in this group, they are great players who are in Serie A and this is the moment where they can explode onto the scene.
"We already saw that kind of development with Marco Palestra and Niccolo Pisilli, who stepped into the big leagues and were part of this group of youngsters."