Mathias Jensen's late effort wasn't enough as United won 2-1 on the night.
Collins said afterwards: "We started the game a bit slow. They gained momentum. They scored the first but from then on, I thought we were the better team. Thought we controlled possession.
"We felt like there was a lot of positives to take (after the first half). And second half, we didn't have much to lose. We were already losing 2-0 so we thought we could just have a right go for it. I thought we dominated create a lot of chances throughout the game, so it's a frustrating result to take.
"There was that belief all the way to the end, getting the goal back. And it was there still with all the players, then to think we've got to get something, got to get that equaliser right at the end in a team that wants to attack, wants to go to the end.
"It was a tough one to take, because we felt like we did create a lot of good chances."