The Swede, 29, was penalised for touching the sand in a bunker with her club during a three-hole aggregate play-off at CordeValle, California.
Organisers the USGA only informed the players of the penalty on the final hole after TV replays.
Nordqvist said: "It wasn't on purpose. It's just one of those things."
But the Swede added: "I wish the USGA would have told me a little bit earlier - they approached me after I already hit my third shot into 18, then kind of ran up to Brittany to tell her that I got penalised.
"I don't know if it would have changed the outcome, but it certainly would have changed my aggressiveness into the 18th pin."
Lang, 30, secured the win with par on the final hole, with Nordqvist recording a bogey to lose by three strokes.
Nordqvist had forced a play-off with a five-under final round of 67, with Lang's one-under-par 71 leaving both women on six-under for the tournament.
Overnight leader and world number one Lydia Ko dropped back with a three-over 75 to finish in a tie for third on four under overall.