The Giallorossi were expecting the Brazilian winger to arrive for a medical earlier this week only to learn his flight to the Eternal City had been cancelled after Barca made Bordeaux an improved offer.
Roma matched Barca's bid, but the player signed for the Spanish club less than 24 hours later, much to the Serie A club's sporting director Monchi's anger, as he said he was considering legal action.
And Pallotta, though he may not have been fully serious about getting Messi as compensation, made clear his very real anger at the conduct of both Barcelona and Bordeaux in an interview with SiriusXM FC.
"They knew that this was done," Pallotta said. "In point of fact yesterday they apologised to us about their actions and how they did things and I don't accept the apology, I mean, at all.
"The apology, the only way I'll except it is either one of two things. I mean at the end of the day, send [Malcom] to us, and you know that's not going to happen.
"But maybe, as a goodwill gesture, at the very least they should send Messi to us."
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