This is a fact but I won't write off Manchester United even if Bilbao has a better game level this season than them but still they can do something.
Anyway, it's better not to expect anything much from them and my advice to any Manchester United fan is that they should be grateful they got to this point of the Europa League tournament this season and if they fail to win it or pass this stage, they still did well looking at their over all performance especially in the EPL.
Many soccers enthusiasts will want to say that as far this season is concerned in regards to home league football, Athletico Bilbao is better than Manchester United, may be i have said this before I cant remember but what I know for sure is, if we should judge with both team performance for this current season we'll want to conclude that Bilbao will win this match.
I love what you said, It will be very much better for there supporters not to hope on anything coming from them in this match but if things goes in their favour fine but too much high hope or expectations shouldn't be entertained to avoid being disappointed at the end of the day.