Hamburg players protest at Parkhead
"I would have wished the situation would not have happened," Labbadia told reporters.
"We had 2,500 fans with us and we were told we could not go over (to thank them). The police actually told us they would report us to UEFA and I feel that is showing disrespect.
"A fine feeling and fine touch was missing there."
Angry exchanges between Hamburg players and stewards took place when the Bundesliga side were prevented from leaving the pitch after the match.
Police moved in as several players sat down a few metres from the corner flag before eventually going towards the tunnel.
Marcus Berg scored in the 63rd minute to give the German side a victory that took them top of Group C on six points.