"It's really disappointing that we were unable to finish off the chances we had in the first half," said Connor.
"It's something that we have been working on and will continue to work on prior to next week's game to hopefully manage our attacking play better.
"To not get into the opposing half for a long time in the second half was very frustrating but also a testament to the strength of the Blues. It's not typical of our play so we'll be looking at that this week and will learn lessons going into our next match."
It was a quiet start for both teams as torrential rain hammered Brewery Field. But in the eighth minute, Wales Under 18 skipper Jon Fox popped the ball up from a scrum for Aubrey to dive over. The scrum half failed to convert his own score and missed a penalty but the Ospreys were well on top as the Blues continued to make a number of handling errors.
However, they were unable to build on their lead before the break as the score remained 5-0 at the interval.
With conditions much improved in the second half, the game turned around completely with the Blues now on top. Jarrod Evans soon levelled things up with a try of his own and from there on in, the Blues fly half dominated the game.
Evans converted his own try and with the Blues now dominating territory and possession, the visitors soon pulled further clear.
Evans was the man doing the damage and two late penalties in the 60th and 68th minute sent the Blues through to the final.
Ospreys: Tries: Aubrey
Cardiff Blues: Tries: Evans; Convs: Evans; Pens: Evans (2)