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.
You are right. Manchester United are still unbeaten in Europa League and with their chances of qualifying for an Champions League competition next season unrealistic due to their current standing and their performance so far in the English Premier League, I’m sure that they would switch their effort to the Europa League, which they will try to win but they will face stiff competitions from Lazio and Athletco Bilbao but with the squad depth and quality of players at the disposal of the Manchester United with a top quality coach like Amorim, I think they have a chance at winning this season Europa League.