Of course they mind.First and foremost it's a business,and while that business is functioning as it is,they wont be happy that they aren't getting anywhere near the value for their expenditure.The rags should be challenging for every honour and they should be making greater profit.......not playing second fiddle to their incredibly talented and,soon to be,very successful neighbours.
Simply put,they are operating below their expectation and their potential,and as long as Mourinho is running around buying mercenaries at over inflated prices and on hugely exaggerated contracts,it will only continue to go one way,which is fucking beautiful.