United held off a late Celta push to advance to the Europa League final with a 2-1 aggregate defeat of the Spanish side.
Following the match, Mourinho admitted he was quite disappointed to lose the Ivorian for the final.
"I didn't see the red card incident but Eric Bailly was phenomenal. The game was emotional for everyone. Some kept control better than others.
"Facundo Roncaglia is not new in these situations, Bailly was probably naive. We now lose a very important player for the final, and we don't have many."
United will face Ajax in the final in Stockholm on May 24.