Finland, who were unbeaten at home since losing to the Scots 18 months ago, scored twice in the first half of the second leg to deny Marinez Losa’s side.
“They have a good record of winning games here and two big moments in the game cost us,” he said. “I thought after that the team played excellently.
“After the goals, I thought we dominated the opponent, created enough changes to score, but football is like that. It’s frustrating and it’s painful and it’s going to be painful for a long time.”
Martinez Losa thought the Scots should have had a spot-kick when Erin Cuthbert flicked the ball up and the visitors claimed it hit a defender’s hand.
“I respect the referee and the video assistant referee (VAR), but I think we should have had a penalty,” he added. “I think one goal would have changed the game.
“Life sometimes is not fair and these players have been fighting for a long time to inspire the nation and take the team to a major tournament. We feel we’re on the borderline.”
Scotland captain Caroline Weir thought her side had done as much as they could to progress.
“This game came down to a couple of moments that weren’t in our favour,” said the Real Madrid midfielder.
“The team couldn’t have done much more. Unfortunately, we’ve not done enough – it’s a really tough one to take.
“It’s really hard to digest at the moment. We’ve worked so hard in the last couple of years to be in this position and unfortunately we couldn’t take that final step.”
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