United fought back from 4-2 down to win the second-leg 5-4 and reach the semifinals 7-6 on aggregate.
Afterwards, manager Ruben Amorim confirmed Lindelof and Mazraoui both had to leave the stadium at halftime due to 'family issues'.
Mazraoui started on the night, but was substituted at half-time, while Lindelof initially was seen warming up.
The Manchester Evening News says a United source stated the two players had to leave Old Trafford to address urgent family issues. Both matters are entirely independent of each other and the players are fine.
Amorim said after the game: "You can see Luke Shaw. Luke Shaw was meant to play 30 minutes, top, but then we had a problem with news at half-time, Vic had a personal problem, he had to leave. Nous too. So, all this stuff happening during this game, but, in the end, it was a good day.”