Brighton's failure to defend set-pieces cost them in a 2-0 defeat to Watford last weekend and threatened to undo their good work again when Lukaku was left unmarked just five yards out to nod home Luke Shaw's deflected cross and give United a lifeline.
De Gea got a touch to Gross's penalty but couldn't keep it out to compound a miserable first 45 minutes for United.
"Sometimes you make mistakes and are not punished but we were punished by every mistake we made", he added.
But it has gone down badly with Mourinho, who features in repeated scenes.
Martial, who was heavily linked with a move away from Old Trafford this summer, was making his first appearance since his manager confirmed he had been fined two weeks' wages.More news: Brady's sharp in first half as Patriots top Eagles, 37-20
He picked Lindelof and Bailly against Brighton and after 45 minutes they had helped cost United three goals.
His positioning was generally poor, he conceded a needless corner from which Brighton scored their second, while his rash challenge on Gross gifted them the third from the penalty spot.
Both signed by Mourinho for a combined fee of £60 million, they have started the season as first choice but it would be no surprise if they were both sat in the stands when Tottenham turn up at Old Trafford on August 27.
Chelsea will also be looking for a stronger finish than last season under new manager Maurizio Sarri, while Unai Emery plans his own title charge with Arsenal in north London after taking over from Arsene Wenger. Will Manchester United come to town and pick up three points?
"They've got absolutely nothing about them". I repeat, I want him to play well, I want him to play for the team, the fans, and that is what it is.
Brighton began their 2018 campaign with a loss on the road against Watford, now they face Manchester United in their home opener.