Despite the 4-1 scoreline, which saw United reach the final 7-1 on aggregate, Hojlund admits Athletic made it more difficult than the result suggests.
He said, "Very happy to be in the final. I would lie if I said we were cruising and relaxing after they scored. Obviously it was a great goal, but we were still two goals up on aggregate, so it was just about staying calm and sticking to the plan, because we still had our chances. They didn't have loads of chances, so it was about keeping focused.
"That's what this badge stands for; it's all about staying focused and getting back into games. It's important.
"I want to be more consistent as well. I don't want to stop. I can't even remember how many games I went without a goal. It's nice that they are coming now, and I just need to keep being focused, play my game and hopefully more of this can come."
We don't have edge
United now return to Bilbao for the final and Hojlund added: "We've obviously been there, but I don't think that gives us an edge.
"It's a final on neutral ground, with both sets of fans split in half. We're looking forward to it, and hopefully we can go there and win."