United were beaten 1-0 in Bilbao, leaving the club trophyless for the season.
Amorim said afterwards: "We suffered a goal. In the second half we were in control of the game we had situations to score.
"I think we started quite well for the first five or seven minutes but then lost a bit of control of the game. We then suffered a goal but then the rest of the game we had clear chances to score.
"We started the second half quite well so change just for people to see that I change something is not my way of doing things. When I felt we needed a different player I put on a different player."
I'll stay if I'm wanted
On if he believes he's still the right man for the job, Amorim replied: "I am confident I am still the guy, more than in the beginning. I know the patience of the fans will be really short in the next season but I guarantee you I will not quit and I will not go away. I am really confident.
"I know the club, I know what it means to coach this club and I understand what this team needs. If they say it is better to change I will leave in the next day.
"I am really confident in myself to continue to do the job if the board wants me."