"I'm frustrated, I didn't think we turned up in the first half", Murty said.
Rangers also won last weekend, with the Gers getting the better of Dundee 4-0 at Ibrox in the league.
We will be playing the role of Brendan Rodgers and will be choosing the starting XI, as well as predicting how the team will line-up on the pitch.
Scottish champions Celtic will now face Motherwell in the final on May 19. It's a lonely place out there, but we need to make sure this doesn't happen again. We have to give him those opportunities and when he gets those and he may only get one then he goes and takes it with both hands.
Rodgers' opposite number Graeme Murty told Sky Sports the sending-off of Ross McCrorie for a pull on Dembele tarnished the visitors' hopes of turning the game around in the second half.
Salah on the brink of breaking Premier League record
Liverpool avoided Real Madrid and Bayern Munich and were paired with the Italian side at Friday's draw in Nyon, Switzerland. If somebody only saw these two games then you know already pretty much everything about Roma .
The defending for Celtic's second goal was even worse, Russell Martin failing to clear Kieran Tierney's cross and instead presenting the ball to McGregor, who gladly dispatched it into the far corner of the net beyond the diving Wes Foderingham.
"We just didn't get close to anyone, it took half an hour to make a tackle".
Celtic's social media had been of interest before the game when the club's official Twitter account referred to "the Ibrox side" rather than Rangers.
"Our attacking players know we are going to have the ball and they know they have the ability to create chances".
After the game, Celtic celebrated with a cheeky Instagram post making light of the belief that Rangers wanted to draw Celtic in the semi-final clash.
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