You said a small team is underdog while big team is favorite, it's not always like in this match. I'm sure people know how big is Manchester United and how high their market value, compared to Nottingham Forrest who're just a small team.
But Nottingham Forrest played better and at the same time Manchester United were in bad perform, this make Nottingham Forrest become favorite due to stronger than Manchester United at that time.
Nottingham Forest is not an underdog to Manchester United this season and Nottingham First did player better. If they want to play and Nottingham Forest is at home, I will prefer to choose Nottingham Forest. If you check their odds, underdog high odd will kit be given to Nottingham Forest towards the end of the season in the second leg.