Powered by an unbeaten 127 from Jemimah Rodrigues, India mounted a record chase of 339 runs for a stunning five-wicket victory to ensure a new nation will be crowned champions after Sunday's final.
"I think at the halfway mark, we thought we went okay," Healy told reporters in Mumbai.
"And ultimately, I just think we dished up a little bit too much junk to hit at times, and also probably just didn't capitalise on the opportunities that we did create.
"So yeah, disappointing. It sort of feels a little bit un-Australian to be not as clinical as we normally are."
Healy paid full credit to India's performance but had no concerns over the future of the Australia team given the quality of cricket they played over the tournament.
"I think we're playing some unbelievable cricket, and that's why it doesn't quite feel right sitting here on the losing end, not sort of getting to Sunday's fixture," she added.
"It wasn't just one person making all the runs or taking all the wickets. I think the team contributed equally right throughout ... so I think there's some huge positives out of it."
Thursday's defeat leaves Australia without a global trophy in the cabinet for the first time in a long time after they were also ousted from the semi-finals of the Twenty20 World Cup last year.
Healy said she concurred with a widespread feeling that the 13th World Cup in the 50-overs format had been the closest to date and welcomed the fact that a new champion would be crowned on Sunday when India take on South Africa in Mumbai.
"I think there was genuinely eight teams in finals contention, which I thought was really cool," the 35-year-old wicketkeeper-batter added.
"And I think to see a new winner is going to do wonders for the game, to see how well it's been supported here in India, first and foremost. I hope it does great things for Indian cricket, and likewise, for South Africa as well.
"It's going to hurt a little bit, but it's going to be really great to watch, and hopefully we see it do great things for the global game."
