United produced a remarkable comeback to reach the semis when they scored two goals in the final minute of extra-time to beat Lyon 5-4 in the second leg of their last-eight tie to win 7-6 on aggregate.
Their form in Europe is in stark contrast to their Premier League struggles and Amorim, who replaced Erik ten Hag in November last year, knows “a lot of things we need to change” even if they lift the trophy.
“Europa League will not change anything in our problems – it’s going to help us to have Champions League next year, more money to spend, but the problems are still there,” added the United boss.
“We have to change the minds of our fans with consistency, good decisions, good recruitment, a good academy. This is what we need to change to take this club back to the top.
“This is more of a shortcut to go to European games. Nothing more.”
United forward Amad Diallo and centre-back Matthijs de Ligt are not ready to start against Athletic Club after returning from injury, while the Spanish side will be without top scorer Oihan Sancet.
The 22-year-old Diallo has been out since February with an ankle injury, while Dutchman De Ligt has missed a month with a similar issue.
Tottenham face Norwegian side Bodo/Glimt in the other semi-final, with the final taking place in Bilbao on 21 May.
And with Spurs 16th and two points behind United in the Premier League, Amorim also addressed accusations about the fairness involved in teams being able to secure a place in the Champions League, despite having such poor domestic campaigns.
Athletic Club are fourth in La Liga, while Bodo/Glimt are third in the Norwegian top flight.
“It’s the rules,” said Amorim. “Maybe you could say it’s not fair because the best teams should be in the Champions League.
“But I suspect it’s done to give value to this competition. If we have that possibility, we should try to reach it.”