Mourinho's just playing the underdog card. It's his trademark, along with spending vast sums of money at every club he's been at since he left Portugal. He's the first to portray him and his team as the victim, even when he managed Real fucking Madrid.
In the past week alone he's had a go at United and Arsenal - two clubs that, even if they did decide to spend more than Chelsea, have done so in a reasonable and self-sustaining manner.
The best manager around but there's no one I'd like to see get headbutted more than him.