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The "How I Met Your Mother" finale was not as good as it could have been ... so says series star Alyson Hannigan ... who thinks fans would have liked it more had they not cut out a few key scenes.

Our photog caught up with Lily Aldrin herself in Brentwood on Wednesday, where she wouldn't cop to not being happy with the finale ... she just wishes fans got to see the whole thing ... including a "gut-wrenching" funeral scene that got cut for time.

Hannigan then tried to explain away the viewers' negative reaction to the finale, likening series finales to bad breakups.