"People say we are going to win three or four titles and the day we drop one competition they say it's a big failure for Manchester City", the former Spain worldwide told BBC Sport.
"That's important because for the future, for the new players and managers who are coming, they will learn from this group of players, and this group of people, that we never give up and fight for every single game and title until the end".
Those are the two stadiums where Premier League clubs are playing in the quarter-finals of the competition.
The Red Devils were handed a red card following a reckless challenge by Victor Lindelof on 83 minutes, but the Video Assistant Referee overturned decision and the defender was only handed a yellow card.
City finished the tie off with goals from Bernardo Silva and Aguero either side of a Kristoffer Nordfelt own goal - the Swansea goalkeeper unfortunate that Aguero's penalty attempt hit the post only to hit the back of him and go in.
"We are in the dark ourselves over the non-use of VAR here and that it would only be used in Premier League stadiums", the spokesman told Press Association Sport.
"I'm very proud of the players. We had composure, shape, good running", said Wolves manager Nuno Espirito Santo.
In the early game on Saturday Andre Gray came off the bench to fire Watford into last four with a late victor in their 2-1 victory over Crystal Palace.
Javi Gracia's side had taken the lead through Etienne Capoue's first-half strike before Michy Batshuayi equalised for Palace after the interval.