Royle was also furious with referee Dermot Gallagher's decision to award only a corner after Marcus Bent went down under keeper Wilko de Vogt's first-half challenge.
"It was astonishing to say the least," he said.
"I don't know how we've lost it. I'd have been doubly disappointed with a draw. The last thing we needed was a replay.
"But on chances missed, I just don't know how we've lost that one. They've scored four and our keeper hasn't had a save to make.
"We should have had a blatant penalty in the first half, but Mr Gallagher has overseen our departure now from two cup competitions away from home."
Match Report