United fought back from a 4-2 deficit to win 5-4 in the second leg, securing a 7-6 aggregate victory and a place in the semifinals.
Manager Ruben Amorim confirmed that both players had to leave the stadium at halftime due to 'family issues'.
Mazraoui started the game but was substituted at halftime, while Lindelof was seen warming up before leaving.
According to a United source, both players had to address urgent family matters, with the incidents being entirely independent of each other. Both 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 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.'