The Scottish Premiership side were knocked out of the competition on penalties.
The Bhoys were knocked out on penalties by Rangers after the game had finished 2-2 after extra-time, but they were perhaps fortunate for the contest to have even gone that far as it was the team from the division below that dictated much of the play.
And McStay - who enjoyed four Scottish Cup successes during his time at Parkhead - believes that Deila could have ensured that Mark Warburton's men had a more difficult time at Hampden Park by picking another striker to play alongside Leigh Griffiths.
"Why Ronny goes with one up front, I am not sure. Maybe that is how the game is progressed and that is what is required," he told the Evening Times before the Norwegian's imminent departure was announced on the club's official website.
"But on Sunday if he had played with two up-front, or at least two wide men pressing a bit more up the park, then Rangers would not have been as comfortable on the ball.
"It has worked this year, at least domestically, in that they are top of the league, but as for the entertainment side, do the fans like to see that? Probably not."
While Griffiths has been in scintillating form all season - with 28 goals to his name in the Scottish Premiership - he often looked isolated up front, and with the energy that Rangers had all game, that often meant that he was unable to get away and create chances for himself.
Although Colin Kazim-Richards' only goal since his move to the club came against minnows East Kilbride, while Carlton Cole has not played since January, their presence may have forced their opponents to rethink how much emphasis they put on getting forward, which may have allowed the Bhoys to stamp the kind of authority on the game that you would expect from the Premiership leaders.
And had an extra striker's inclusion had an impact on the result, perhaps it may have prevented the decision coming out of the club today that Deila will step down at the end of the season.