The captain was snubbed in favour of understudy Antonio Adan for the clash against the Andalusians, who eventually emerged winners after a battling performance in a 3-2 victory.
Karanka believes Mourinho does not owe anyone an explanation for his actions, and insisted that the Portuguese's decisions should not be questioned.
"Mourinho doesn't have to justify why a player plays or not. But he knows which players need explanations more than others," the 39-year-old was quoted as saying by Marca.
"Iker wasn't given any explanation about why he was dropped. As a coach, you pick whoever you think is going to do the best job."
Karanka also took time to explain why he regularly replaces Mourinho in press conferences, reminding the public of the Portuguese's cold relationship with Spanish journalists.
"A while ago he told me I would have to face the media regularly. This is because he doesn't have a good relationship with journalists."