Collins told Sky Sports 2: "We should have won the game (at) 2-0 up. The boys played fantastic.
"The second goal has killed us. We had a lot of chances against United."
Albrighton paid tribute to his team-mates after picking up the man-of-the-match award.
He said: "Every player on that pitch in a Villa shirt did absolute wonders.
"We missed a few chances and you can't do that against a team like Man United."