City thrashed Liverpool 4-0 in today's quarterfinal tie at the Etihad.
Szobozlai said afterwards: "I don't know. When you do something and there is no result for it it makes no sense. We had chances and missed them, we conceded an easy penalty. We lose 4-0. We cannot concede as much as we concede. Nothing else to say.
"It's hard to win here. After 1-0 down you still believe. At 2-0 down, it's our own fault to come in at half-time conceding in the last minute another goal. At 2-0 the chances are lower and lower.
"You come out and want to show we are able to come back and you concede a third one, from then on there is no more chance to come back."
On what was missing from Liverpool, the Hungary international added: "The fighting spirit wasn't there enough, the mentality wasn't there enough. None of us were there to be honest as much as we could.
"It's a hard time but we have to stick together. On Wednesday there is another chance but we have to get in our head this is not the season we would like to end."
On why the mentality wasn't there, he concluded: "That's a good question. I don't know. It's hard to find words to be honest. We wanted this one so much. You lose 4-0 at City and it's not the best."