The Finns, after the score finished 3-3 following extra-time, won a penalty shootout yesterday.
Goals from Charlie Gray, Reigan Heskey and Matty Warhurst helped City draw level on three occasions in a 3-3 draw in 90 minutes against HJK.
Asked for his reaction, City coach Ben Wilkinson said: “Just the lessons to take from it really.
“And the lessons were quite clear in terms of we spoke before how these games are won and lost and being better in the moments that ultimately cost us in terms of defending a set piece early on.
“Defending a transition at 1-1 to go 2-1 down. And then the third goal in terms of the way we allowed them to play through our shape on the edge of the box and then we don’t mark at the back post.
“These three actions that we would like to think we can be better in and those three individual actions have probably cost us in taking the games to penalties.
“Outside of that, the performance was good. There was a lot of good things, created a lot of chances and hurt them exactly how we thought we would hurt them.
“Scored three good goals, had other opportunities to score.
“But this is exactly how you can lose these games and the importance of the small details are massive and this cost us today.”