"Scheduling the close of play after sunset does not make a lot of sense to me. It's a bitter pill to swallow."
Whether New Zealand would have got over the line is a moot point, but Neesham, unbeaten on 42, and McCullum on 35 off 19 balls, had put on a rollicking 63 in six overs when the end came.
"We were in a better position to win than in the last game," Mills said, of the last-ball win in Hambantota, which involved chasing down 198 in 23 overs.
New Zealand now prepare for the first of two T20 internationals at Pallekele, early on Wednesday (NZT).
Meanwhile, the West Indies have a problem with their leading bowler, offspinner Shane Shillingford, ahead of coming to New Zealand.
The Dominican, along with allrounder Marlon Samuels, has been reported for having a suspect action and must be independently tested. Failure to have the results submitted in 14 days could mean suspension.
In the meantime the pair can continue bowling. The umpiring team and match referee Andy Pycroft reported the pair during the West Indies defeat in Mumbai at the weekend.
Shillingford's action has a distinct snap in the bowling arm, but he has been their best bowler in India, and has taken 59 wickets in 12 tests.