Lazio and Athletic Bilbao have the same points, namely 16 points with 5 wins and 1 draw, on the other hand both teams are also the teams with the strongest defense so far in the UEFA Europa League, at least from 6 matches. Lazio only conceded three goals, and Bilbao even less, they only conceded two goals. On the other hand in their respective domestic leagues, they are also teams that are quite reckoned with when facing top teams, especially Lazio who were able to stop Napoli's winning record and were able to hold Atalanta to a draw.
Lazio and Athletico Bilboa has been very outstanding in the Europa league games and they are sharing equal points and just like you said, their defense line is perfect such that they don't concede many goals like the other teams in the Europa league. Going six games without a lose in the Europa league games is something only few notable teams can achieve but among Lazio and Athletico Bilbao, Lazio is stronger and their attacking force is Superb. Lazio have been showing good performance in both the Serie A and the Europa league and despite that they don't have upper chance in their domestic league but i feel they can be up to something in the Europa league because the strength they have shown in the Europa league games cannot be measured with that of the other teams. We can't also underestimate the strength of Bilbao; they are doing great in the La Liga and Europa league, so they also deserve praises for their awesome performance so far.
In their last 2 matches in the qualifying round, Lazio will face a fairly strong team, namely Real Sociedad and Braga. Because usually Real Sociedad can be a very significant threat when facing a stronger team. and indeed they performed quite badly and currently Braga is outside the top 24, but it seems they will fight tooth and nail to be able to win in order to finish in the top 24.
while regarding atletic bilbao it seems they will face opponents who are not too difficult, namely besiktas and viktoria Pzen will be Bilbao's opponents in the two Europa League matches and their last match in the qualifying round. Besiktas was threatened earlier to be eliminated in the qualifying round, they sank to 28th position in the standings, Besiktas has lost its consistency for a long time, both in the Turkish league and in the UEFA Europa League. so I think it will be quite easy for Bilabo to win this match. As for Viktoria Pzen, I don't know the team, but they are currently in 17th place in the standings.