Fans jeered when an official attendance of 33,120 was announced during Wednesday's match at the Juventus stadium, although UEFA said it had sold all 39,000 tickets.
The situation highlighted UEFA's ticketing policy for major finals where less than half the tickets are made available for supporters of the two teams involved.
Benfica and Sevilla were allocated 9,000 tickets each for Wednesday's game and another 9,500 were sold to fans worldwide via UEFA's official website.
The remaining 11,500 tickets were allocated to the local organising committee, national associations, commercial partners and broadcasters, and for the corporate hospitality programme.
"There will be a review in the coming weeks to understand why tickets, which were sold, were not used," UEFA said in a statement.
- Sports & Recreation
- Arts & Entertainment
- Europa League