When I look at this image, I also see a finale between Lazio and Athletic Bilbao. I'm not just saying it because of they finished the league phase as the 1st and 2nd. They really deserve it as they play an impressive football. They aren't playing like Manchester United or Tottenham no matter they finished that phase right behind the first 2 teams. Athletic Bilbao will be tested by a tough challenge first though. They drew Roma which did quite well against Porto earlier.

About seeing a surprising team like Fenerbahçe in the finale, it isn't impossible. Especially while Mourinho is managing. He is good at carrying a team to the finale in the Europa League.

But for now I don't know whether they can beat any of Roma - Athletic Bilbao.
I think that every team has an equal chance starting from the quarter finals because they played against many teams until the quarter finals and all of them are close in strength. We see that favorites do not always make it to the finals and being a favorite in a match makes the team complacent. I am sure that we will watch very competitive matches and every team will show more than their normal performance to win the cup.
Mourinho prepares the team very well in the cup matches and is the coach who has eliminated the most teams in the two-round matches together with Ancelotti. He will want to improve this statistic and he has a good squad. Fenerbahçe can be the surprise team of the cup and if they make it through the round I think they have the power to eliminate whoever comes from Roma and Athletic Bilbao.