Martial faces a massive £180,000 (NZ$348,000) fine for his absence, the equivalent of two weeks' wages.
The 22-year-old had left United's tour base last week and his second child was born less than 24 hours later.
His manager then called for Martial to return after the 4-1 friendly defeat by Liverpool, saying: "He has the baby and after the baby is born – beautiful baby, full of health, thank God – he should be here and he is not here."
Mourinho also made reference to the point that Swan is Martial's second child, implying the significance is diminished in comparison to his first born.
The United players who went on tour have been given Thursday off and will be back at Carrington on Friday.
Martial pledged to be back in Manchester on Thursday, though the fractious relationship with his manager has led to further speculation that he could leave the club.