Ancelotti's men cruised to victory against the Basque side on Sunday, with Isco finding the net twice and Cristiano Ronaldo scoring his first goal of the season.
However, Ozil was forced to watch from the bench as Ancelotti omitted him from the starting XI.
Ozil also showed his frustration at being substituted during Monday's 1-0 over Granada as he stormed straight down the tunnel and reportedly spent the remainder of the match on the team bus.
"It's normal Ozil is not happy now," he said.
"I don't like players who like staying on the bench. He is not happy, which is normal.
"It was a technical decision for lining up (Angel) Di Maria with more pace and intensity and that's it."
"Fabio Coentrao is staying," he added.
"I think everybody is happy although I understood he wanted to leave. I didn’t have the will of his leaving and I think everybody, the club, players are really glad of this decision."
On making it three wins out of three in La Liga this season with victory over Bilbao, Ancelotti added: "It was a good match.
"It is true we didn’t start with intensity but after 15 minutes the team started to do well with more pace. I think team are improving."
