Manchester United are unbeaten in the Europa League even though they have suffered three draws which made them lose points to place the top position. Amorim seems to be prioritizing the Europa League trophy because if you look at the performance in the Premier League it will be difficult for them to catch up on the points so that the opportunity to qualify for the Champions League is only through the Europa League if they are able to emerge as champions.
Lazio and Athletic Bilbao will be strong challengers for any team because even though this is the group stage they have performed more consistently. We'll see how things pan out after the group stage is over to see if Lazio and Athletic Bilbao can make it to the semi-finals.
I think that Amorim is not in a condition to give priority to any of the tournaments, since he came to the team the results are too bad to allow themselves to choose which matches to focus on, Manchester United should win all the games now, but I doubt that this is possible. And since the opponents in the Europa League are weaker than in the Premier League, Manchester United can try to get a place in the Champions League thanks to winning this tournament, although I do not believe that Manchester United in such form is capable of this.