A 2-1 defeat at the Ramon Sanchez Pizjuan last week could not be turned around as Sevilla played out a 0-0 draw in Bavaria, where Joaquin Correa hit the crossbar before being sent off for a lunge on Javi Martinez in stoppage time.
"We're a bit upset," said left-back Escudero, as quoted by UEFA.com. "We came here, went for it, believed in the fightback but it wasn't to be.
"In the first half we had chances, maybe we could have scored and changed the tie. We go home upset.
"We played two good games against a top rival. We are all finished, physically, but we are a great team, we worked for each other all night. All for one.
"What we need to cling on to is the tremendous amount of work we did."
Europa League qualification remains as a path back into Europe for Sevilla next season as they lie seventh in La Liga with seven games of the season remaining, beginning with Saturday's home match against Villarreal – opponents who lie a point and a place above them.