Hojlund scored both of United's goals on the night, his first for the club.
He later said: "We need to remember we can't [concede] goals right after we score. We [have] had a few games now where they just score, after we scored.
"So we want to go back and analyse that tomorrow and talk about it in the group.
"And of course, it's a tough period now, but we need to stick together and that's the only way we can get out of this period."
On his first goal, Hojlund said: "I always try to get into the the dangerous positions.
"I've been bought to be scoring goals and now I was happy that I got two more down today. But again if we talk about Marcus.
"He [now] knows that I can keep up with his pace when we go on the counter, and we saw a glimpse of that today."
On his brilliant second, Hojlund added: "Yeah, it was a good feeling.
"It was an incredible goal. I like to call that a signature Rasmus goal, you know, on the left side running a lot."