The Swans were 3-2 up thanks to a fine second-half fightback after the hosts had been trailing 2-0 at the interval at the Liberty Stadium.
Referee Robert Madley then awarded a penalty for handball against Wayne Routledge deep into injury time and substitute Charlie Adam slotted home from the spot to earn the Potters a share of the spoils.
Laudrup told Sky Sports: "I'm so frustrated. We have experience that teams score against us in injury time.
"What is incredible there is always opinion about 'is it a penalty, it is not a penalty' but how on earth can you explain that seven Stoke players inside (the box), none of them are asking for the penalty and still the referee gives it, in the 94th minute.
"I don't have words.....it's really incredible."
He added: "Sometimes I just wish that those referees or linesmen, they could come out and say 'Sorry, I made a mistake'.
"(That would be) no problem, we are all humans - I make mistakes, you make mistakes, the players make mistakes - but why can't the referees say sorry?"