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The 29-year-old Brazilian striker has been with the Spanish club since he was signed from Uruguayan side Deportivo Maldonado in 2016.
However, Jose insisted that he was a transfer target for United in the January transfer window in 2020.
United wanted to bolster their attacking options in last year's winter window amid a lack of strikers and injury to Marcus Rashford at the time.
The Red Devils' shortlist included former Bournemouth forward Josh King and ex-Shanghai Shenhua striker Odion Ighalo.
Ighalo was signed by United on a loan deal, but Jose has now revealed that he was one of the strikers on the Red Devils' radar.
Jose, who was loaned out to Premier League side Wolves in January, said that a move to United was an "opportunity that I could not miss out on."
However, the Sociedad striker is baffled at why the La Liga club blocked a potential transfer to Old Trafford.
"I think they have not treated me well," he told Spanish publication Noticias de Gipuzkoa.
"I expected a little more. When I renewed my contract, I had spoken with Roberto Olabe about there being some interested teams, from the Premier League and also from La Liga.
"I spoke with Roberto, and he told me that if a big team which played in the Champions League came in for me, they would let me go. I stayed calm.
"Then came Barcelona and an offer from Manchester United. I saw that it was an opportunity that I could not miss out on because life is like that. You have to take advantage of opportunities, and I saw that it was the opportunity.
"In the end, things did not go well, and this year they let me go to Wolves.
"I don't understand why a few months ago they didn't want to let me go for €23million and now they have let me go. Football is sometimes difficult to understand."
Featured Image Credit: PA
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