Coad was cramping earlier in the fourth quarter and eventually hobbled off late in the game with what turned out to be a hamstring injury.
McKenna had already used his substitution Alik Magin to replace Dan Gorringe in the third term and said he was left with little option but to persist with Coad despite his cramping.
"Due to rules and regulations he had to go out and he’s now done a hamstring," McKenna said in the post match press conference.
"Some people think the sub rule is great but it’s probably cost Coady a two to three week hamstring."
It was a blow for the Suns on another difficult afternoon.
However they again showed glimpses of promise, winning the third quarter by a point and being within six goals early in the fourth before being blown away in the final stages.
"You take away that 20 minutes of the last quarter, I’d say it’s a step forward and again it’s because of the one percenters, it’s the third game together for everyone," he said.
"When we go clean and first option the footy was exciting, but when we hesitated we get caught, our guys are running forward and they’re going the other way, no matter if it’s a first four side, top eight side, any side on the AFL ladder is going to tear you apart and certainly Melbourne did that.
"“Some of our exciting young kids, third game in, put another 10 or 15 or 20 games in they’re going to be able to withstand and maximise their intensity for longer."
One of the ‘kids’ who shone was ruckman Zac Smith.
McKenna was full of praise for the 206cm 21-year-old who was excellent in the ruck and also went forward to kick two goals.
"It’s only his fifth year of football and he’s coming from a long way back, but there’s a kid that wants it, wants to be our number one ruck, he’s got to push Josh (Fraser) aside and Josh knows that so together they’re working very hard on the track," he said.
"That competitiveness is very good and Zac gets everything out of his body, out of his talent. Zac comes from a soccer background. He’s a great kid and he’s going to be a beauty for us."