I don't think so. I think a manager like Mourinho would never overlook the possibility of this final match to end by penalties. Because his strategy in this kind of matches is mostly defending rather than attacking. He doesn't want to take big risks unless there is a big need. He must have practiced some penalties also with his players because of that.
But the inevitable fact is that nothing can be certain for you no matter how hard you work on something. Basically Roma players weren't having a good day for penalties. Actually the missed penalties weren't weak ones but the goalkeeper Bono was just impressive with his prediction and saving skills.
Mourinho's series of not losing in the finales is gone now.
Mourinho losing the final to Sevilla is no big deal. I know he didn’t expect it coming but that’s just the reality of the game of football. Mourinho series of not losing in the final is gone now and also Sevilla series of always winning in the final is still intact.
Everything happens for a reason, it was not just the time for Sevilla’s record to be broken yet but it was time for Mourinho’s record to be broken. It was a tough match and both teams really did their best but at the end, the better team won even though it happened through the penalties, because penalties also need expertise to be practiced well in order to become perfect in it too.