Sean Dyche's side held their Greek opponents to a 1-1 draw in the second leg of the play-off, but exited the competition having lost 3-1 in the reverse fixture.
The match came three days prior to Manchester United's trip across Lancashire ahead of what is already being billed as a must-win fixture for Mourinho and his side.
The Portuguese has found himself in the spotlight once again following United's worst start to a Premier League season in 26 years.
Despite picking up an opening-day victory at home to Leicester, United were beaten 3-2 on the road at Brighton and then humiliated in front of a home crowd against Tottenham in their last outing, Mauricio Pochettino's side running out 3-0 winners.
In addition to the club's dismal start to the 2018-19 campaign on the pitch, relationships behind the scenes are also evidently strained.
Mourinho and Paul Pogba have played out a cryptic war of words through the media, while the Portuguese has made no secret of his frustration with the United board, and in particular Ed Woodward, in regards to the summer transfer window.
Fred and Diego Dalot were added to Mourinho's squad ahead of the season but the United boss was unable to recruit an additional centre-back, despite moving for Tottenham's Toby Alderweireld and Leicester City's Harry Maguire.
Poor showings from Victor Lindelof and Eric Bailly have only intensified the situation, with Mourinho revealing that he no longer knows his strongest back line.
United find themselves 13th in the Premier League table with three points from a possible nine knowing that the next five fixtures may not only shape the rest of their season, but also decide Mourinho's future at the club.
Another fixture in London, this time against West Ham, follows, before Rafa Benitez takes his Newcastle side to Manchester.