The scale of the collapse made the result particularly difficult to accept. Celtic had travelled to Austria holding a commanding 3-0 advantage from the first leg and then appeared to have put the tie beyond doubt when McGregor himself opened the scoring.
At that point, Celtic were four goals ahead on aggregate.
Yet instead of controlling the game, the Hoops completely lost their grip.
LASK scored five unanswered goals, including the decisive strike in extra time, to turn what looked like a routine qualification into a 5-4 aggregate defeat.
McGregor’s reaction afterwards underlined just how badly the result had affected the Celtic dressing room.
The captain did not attempt to hide his frustration and instead delivered an unusually brutal assessment of his own teammates, focusing particularly on the mentality Celtic showed once LASK began to fight back.
Speaking after the match, McGregor admitted Celtic had been playing with fear and were far too passive despite having such a commanding advantage.
“We got what we deserved. I thought we were still passive all night.
“We actually were scared to go in the game.
“I mean, you’re 3-0 up in the tie, it’s psychological.
“To be honest, I didn’t think we were that good in the first leg either.
“We scored at good times, and we kind of got away with it.”
The captain’s comments painted a picture of a Celtic side that had allowed the pressure of the situation to overwhelm them rather than using their huge advantage to dictate proceedings.
And things became even more uncomfortable for the Hoops when McGregor admitted that even his own goal had failed to settle the team.
Celtic had moved four goals clear on aggregate, but instead of seeing that as the moment to take complete control, the players appeared increasingly anxious.
McGregor made it clear that there could be no excuses.
“But when you play like that, and you’re so passive, and like I said, you go 1-0 up in the game, and it still doesn’t settle you then, you can’t have any excuse.
“Then that’s on us.”
The Celtic captain’s words will inevitably lead to questions about what happened inside the dressing room as the game slipped away.
Rather than pointing towards a lack of recruitment or blaming the manager, McGregor placed the responsibility firmly on the players.
“It’s as much on the players as anything else, to be honest.
“You can’t lose that game by such a big margin, and then start looking for excuses elsewhere.
“We have to accept that.”
That is what made McGregor’s post-match reaction so striking.
The midfielder had just scored the goal that appeared to put Celtic on the verge of qualification, only to watch the entire advantage disappear.
For a captain who has experienced countless Old Firm victories, domestic titles and major European nights, the manner of this collapse was clearly difficult to comprehend.
Celtic’s players will now have little choice but to respond.
McGregor knows that the aftermath of such a defeat can define a season just as much as the result itself, particularly with questions already being asked about the squad, the summer recruitment and the mentality of the team.
And his message was unmistakable: there is nowhere to hide.
Celtic must accept what happened in Austria, learn from it and show a reaction immediately.
The captain had already delivered his verdict. Now his teammates have to answer it on the pitch.