Reckon the shell shocked
non celebration is just a byproduct of him being more mature at this point of his career, and not wanting to revel in Southampton's sorrows because they were worthy opponents on the day (like United were vs. Madrid in Fergie's last season). He loved being a party pooper, but maybe not any more, though even in the old days, he was often quite somber and emotional rather than over-the-top gleeful wrt. celebrations after winning trophies (funnily enough, he seemed much happier after QF and SF wins - like the touchline run at Old Trafford, and the goading of Barcelona fans at Camp Nou).
Plus, from a pragmatic point of view, this is only the stepping stone towards his ultimate goal - March and April is going to be brutal. He will have the Europa League, Top 4 qualification and FA Cup tie vs Chelsea on his mind, and the last thing he'd want is the players losing sight of the real targets and getting complacent after winning the worst cup we're competing in because they can't compartmentalize their emotions, especially when we could've easily snatched defeat from the jaws of victory after Gaddbiadini's first goal - leading up to the second.
We might not see a half-satisfied Mourinho until he lifts the Big Ears and the Premier League title - that's what he expects from himself, evidenced by the bit about him putting great pressure upon himself - and that's the new-old standard United needs to revisit.
~85% win-rate with 11 victories in 13 finals:
http://www.skysports.com/football/news/15115/10769111/jose-mourinhos-impressive-cup-final-record
vs