Sevilla did that and, once Ben Yedder scored the opener late in the second half, the folly of Mourinho's first-leg game plan was exposed.
Any United supporter hearing Mourinho's comments would instantly rage at the inference that losing to Sevilla is not "the end of the world".
Before United could respond it was 2-0 and game over, chaotic defending allowing Ben Yedder to divert a goalbound header that a desperate De Gea was unable to stop crossing the line.
Fellaini always does a job but is a limited player, one who will only make a team more negative in its approach.
United finally worked a clear opening in the 38th minute, a powerful drive from Marouane Fellaini beaten away by Sergio Rico after Alexis Sanchez turned a one-two into the path of the Belgium global, who was making his first start of 2018.
Romelu Lukaku could not prevent United's exit
With Nemanja Matic alone in the defensive midfield role, Fellaini was all over the midfield in his usual aggressive fashion but provided little composure or balance. With Pogba and Mata, Mourinho only sees risk and defensive shortcomings but Fellaini is his insurance policy at set-pieces and in direct battle against aggressive opponents. "We tried, we lost and that's football", the Portuguese manager said after the loss.
Unsurprisingly Mourinho did not share the critics' view that United had been poor. Manchester United on the other hand could be licking their lips at this draw, and having gone to top notch form at Old Trafford, it could be as clear as day that Mourinho will win the tie.
The substitution proved a masterstroke by Sevilla coach Vincenzo Montella, who brought on the French striker for Luis Muriel who had wasted several chances over the two legs.
"We know we've got to score first and foremost to get through, but we have a lot of confidence in our ability".
Clutching desperately at the thinnest of straws, Mourinho suggested United had no time for self-recrimination because they had an FA Cup quarter-final tie against Brighton coming up at the weekend.