And if he only played against the better sides an/or only played conservatively against the top sides it would make sense, but he doesn't he plays just as conservatively in almost every match for us no matter the opposition.
Why? We know Mourinho doesn't mind his fullbacks attacking, we know Darmian has played the same way under two different managers, in two different positions, and we know every other player who has played fullback for Mourinho has shown more willingness to get forward and attack including centre backs like Bailly and Rojo.
So everything points to it being an issue with Darmian himself. Mourinho also recently said the below himself, which also explains why Young has started more games than Darmian this season despite not actually being a fullback.