Sevilla have been the kings of the Europa League for a while now, I always see them as one of the favorites to win this competition, it's almost in their muscle memory. Even with Lopetegui at the helm.
The thing about the Europa League is that it is a grind to get to the knockout stages but it's actually hard to win it one you get there. You're basically facing good Champion's League-quality teams by this point. Sevilla have a lot less talent (on paper) than Man Utd but they are a solid, well-drilled side with a plan and plenty of experience.
Man Utd have become a more coherent squad of late but there is still a big question as to whether they are good enough to meet expectations (i.e. more than just finishing in the top four, I presume). They have spent an immense amount of money since Ferguson left and by that metric continue to substantially underperform. Fernandes has been a hit and a key player going forward - and his success (and price) highlights how much of a flop Pogba has been. Not that Pogba has always been bad, but he cost record money, and not even Man Utd. can afford to pay record money for that kind of output.
Then again, I suppose they can...it is the privilege of all rich clubs to perennially overpay for players without going bankrupt, until they hit on a squad that can win things. They don't have to be as efficient, or clever, or lucky as everyone else, and can simply rely on their wealth - staying at the roulette wheel, bleeding money, till their numbers come up. Some, like Man City and Liverpool, have also been pretty well-run of late, but they still use their financial muscle as a force multiplier. Klopp and especially Guardiola don't work for peanuts.