Roma is not a rich club. They are very conscious about buying players. If they sell Dybala now, they won't find a talented striker like Dybala for the same amount. And so the Roma management probably won't be interested in selling Dybala. Dybala probably won't risk moving to a Premier League side at the same time. He is very conscious about his fitness. Dybala's injury proneness will increase if he joins a Premier League side. However, next season we will likely see Dybala with Roma. It is most likely. Dybala is not interested in changing teams.
AS Roma's interest is determined by certain value and I'm sure Rome will not be able to refuse if there is an offer with a fantastic selling price of up to hundreds of millions, for example. In the end, this is only the answer to whether Roma are interest in releasing Paulo Dybala go or not
In fact, until now there has been no sign of an offer from another club regarding Dybala
Mourinho knows Dybala is an important player for his players and if they had Dybala in the game against Sevilla in Europe League they could win the game because there is no doubt about his effect on Roma but if they sell Dybala finding a player and this level can't be easy for Roma at all.
The reality is that AS Roma didn't win the match against Sevilla in the Europa League final at all like you said, even though Mourinho had made Dybala in the main eleven they still couldn't win.