United were beaten 1-0 via a second-half goal from Marc Cucurella.
Afterwards, Amorim admits the only way to rescue the season is to win the final next week and so approached the game with that in mind.
He said, "Nothing is going to change this season. The best way to is to prepare for the final, try to win a trophy this season and prepare for the next one.
"So, we know that we are in a season where we’ve struggled a lot. We cannot do nothing about that. That is in the past. We need to look at the present, the present is to prepare for the final and then to prepare for next season."
Amorim also said: "I didn’t like the feeling after the last game. Then we have five days to prepare, two days to fully recover, with some video, two days to prepare for the game and one day to compete.
"If I put some players out, the last game I already put some players out, so it would be like 10 days without a game. I don’t like that.
"I think the best way to prepare for a final, when you have time to fully recover and prepare for the next game, is just to compete, and we are Manchester United so we need to compete in every game."