Olympiacos players and staff are currently in hospital for coronavirus assessments after owner Evangelos Marinakis revealed he tested positive for Covid-19.
"If we have to go (to Olympiacos) we will. But we don't agree - we're not happy to go," said the Wolves boss.
"I don't agree with playing football behind closed doors. The main origin of football is to entertain. If the fans cannot attend, what's the point? This is bigger than football."
"Behind closed doors doesn't make sense. We're pretending to live a normal life when things aren't normal.
"Why not stop (football)? Does it make sense to play a game behind closed doors? Are we sending the right message to say we're OK to have contact and fans can't?"
Paris St Germain announced on Monday that their Champions League clash with Borussia Dortmund this week will be played behind closed doors.
And Serie A games were delayed or postponed this weekend after 16 million people were placed in lockdown, with Pescara taking to the field for their Serie B game at Benvenuto wearing protective masks.
Meanwhile Wolves fans are still flying to Greece despite Olympiacos game being in doubt.
"I think it's time to really think is there another option," Nuno told Sky Sports.
"Are we playing normally, are we playing behind closed doors?
"But is there another option?
"Can we stop because no tie in the Europa League has been played yet.
"It is something that is developing.
"It will eventually happen in the Premier League.
"Until now we haven't had a match behind closed doors but all the countries are suffering this situation - what says the UK will not have the same problem.
"So let's think, let's think about it."
Olympiacos manager Pedro Martins said that all players and staff are being tested and are expected to receive results later today.
"We were training. Then we were informed by the doctor that the president had posted a statement to take note of his health status and he put it on social media,” Martins told RTP.
“We’re here waiting for a team of doctors to collect samples.
“Then, from there, they will be analysed. And then take action on that. Now there is no panic, it’s a measure that we took, not because we were obliged, but because we think it was important to do so and we have that responsibility also to society.
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“Therefore, there is no element of the of the technical team staff, of the players, who has any symptoms of the disease. In general, they are simple to do, they last about a minute for each element, and then they will be analysed and we will have to wait three to four hours.”
“We’re doing it on our own initiative, not because we were forced to do this. We are going to stay here.”