The four away goals mean that the Basque club are all but qualified as Schalke will need to win by three goals at San Mames, but Bielsa insits that his side will still be seeking victory in the second leg.
The Argentine coach said in the pre-match news conference: "If we dominate, we will be in better conditions to impose ourselves and if we concede a goal, in worse conditions.
"I always approach my matches with the same idea, which is to score and try to win."
After Raul scored both of Schalke's goals in Gelsenkirchen, Bielsa admitted he will try to limit the action of the wily 34-year-old striker.
"The best antidote to neutralize Raul's game will be defensive coordination," Bielsa noted, "But that is not the only solution to stop a player who appears by surprise close to the goal and who sees empty space where no other footballer does."
The winner of the tie will go on to face either Metalist Kharkiv or Sporting Lisbon in the Europa League semi-finals.