Mourinho opted to utilise conservative tactics in the encounter but had to ride their luck at times, with the hosts registering 25 shots against the Premier League side.
United's performance was criticised by many fans on social media, and Wright suggested that they are not a patch on Sir Alex Ferguson's trophy-winning sides.
"Jose Mourinho talked about experts in football," the Arsenal legend told BBC Sport.
"You don't have to be an expert for anyone involved with English football in the past 25 years to know this team is nowhere near those past sides. Not that they can replicate them, but there is a certain way you have to play.
"Not that they can replicate them, but there is a certain way you have to play. I didn't think they would come to Sevilla, not exactly renowned for scoring goals, and play this badly.
"If you look at the players [United] have. [Marcus] Rashford, [Anthony] Martial, [Alexis] Sanchez, [Romelu] Lukaku being backed up by [Paul] Pogba – wouldn't that frighten you? United should be doing better with the players got they've got.
"I'm baffled with the sterile football. If I was a United fan I would be disgusted."
The result in Seville yielded United's ninth clean sheet in their past 11 matches in all competitions and their 23rd in all competitions this season, three more than any other Premier League side.