Jose Mourinho is a winner. Winners don't take Champions League teams into the Europa League. It's a pretty simple formula right there, and it's unsurprising that he'd view winning the latter next season to be a profound disappointment:
I don't want to win the Europa League. It would be a big disappointment for me. I don't want my players to feel the Europa League is our competition.
And that's exactly the right attitude. The Europa League is a mark of failure, even if you win it. Mourinho's not taking a 'swipe' at Rafa Benitez or anything here -- he's simply pointing out that the team had to fail to even embark on the Europa run in the first place (failure which definitely had nothing at all to do with Benitez).
I was pleased for the players when Branislav Ivanovic rose up to give us that win in Amsterdam, but at the same time I never want to see us in that competition again. If we're in Europe, it should be to contest the biggest prizes. Pointing out that last year's accomplishment carries with it the stain of failure is exactly what the manager should be doing to remind the team of what's expected of them.