Swansea's 5-1 win in the first leg giving them a 6-3 aggregate success and the Romanians never looked capable of turning the contest on its head, but they did take the lead on the night through Njongo Priso's 73rd minute strike.
Substitute Roland Lamah responded instantly with his first Swansea goal, but Hamza Younes headed home the winner for the Romanian side.
"We are definitely not pleased with that," said the Swansea boss.
"We are happy to go through and I thought we would after the first leg but once more we have seen what can happen if you don't take chances when you get them.
"We knew they would go out and press us because they had to in front of their own fans after a result like last week.
"They took a lot of risks and we knew we would have a lot of counter-attacks but we did not finish them. They were huge chances.
"It's fantastic to go through, but we should have done better."
Laudrup also expressed his disappointment after goalkeeper Gerhard Tremmel had a laser pen shone on him at several set-pieces near the Swansea goal, with the stadium announcer asking fans to desist.
Laudrup said: "It's obvious we don't approve of things like that.
"The authorities or the police or UEFA have to do something with that. It's not the only ground where it has happened.
"It's difficult, what do you do? You can search people, but a small pen is easy to bring in."