Man Utd conceded a last-minute goal against the Robins to lose 2-1 in the quarter-final stage earlier this week.
Korey Smith scored the decisive strike which set up a semi-final clash with Premier League leaders Manchester City.
If United had won and faced City, Merson thinks it would have added further embarrassment to Mourinho, especially after his side were dominated during the Manchester derby earlier this month.
Pep Guardiola’s side sit 11 points clear at the top of the table and Merson thinks it would have been a nightmare for Mourinho to face City again in their current form, especially over two legs.
“He will be disappointed,” Merson told Sky Sports’ The Debate.
“He will be a little bit relieved that he won’t have to play Man City twice. Call me a cynical.
“He will look at his team and think ‘they wasn’t that bad’.”
The EFL Cup is one of Mourinho’s favourite trophies to win and he has claimed the silverware in his first year at United and Chelsea.
And Merson explains why it is so important to the Portuguese boss.
“He takes this cup serious. He tries to win this cup,” Merson added.
“If you win it in February it takes so much pressure off.
“There is not a lot of trophies to win, especially with the way the Premier League is going at the moment.”