Saints stunned the Premier League leaders 2-1 at St Mary's, with Shea Charles hitting an 85th-minute winner.
Norgaard said afterwards: "Disappointing evening. We all had our hopes high to win today and go back to Wembley, but yeah, that's not the case today.
"Sorry to disappoint so many travelling fans, they created an amazing atmosphere, and yeah, today was not good enough.
"It was a frustrating first half, but we had a really good period in the first half where we really had them, created a lot of set pieces, a lot of shots around the edge of the box and even also in the second half before we conceded 2-1.
"I think we had a really good period where we were on top of the game. So, we didn't manage to score in those periods and then we were too poor in defending the two goals."