The 28-year-old became only the third player to be sent off in the showpiece after his cynical foul on man-of-the-match Callum McManaman earned him a second yellow card.
Goal understands Mancini is set to be sacked and replaced by Malaga boss Manuel Pellegrini in the coming days but Zabaleta insists the City players have no power to influence their manager's future.
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"We’ve got two games left and we will see the chairman and sports director and all the people who have to think about this. If they make some changes, it’s because... I don’t know. We need to let them deal with this."
Zabaleta has been City's defensive rock this season in what has been a disappointing campaign for the Blues and the Argentine is at a loss as to why this year has been so different.
"It’s hard to understand why we haven’t won anything when you look at the team and see the players we’ve got," he continued.
"Another trophy has gone, we couldn’t lift this FA Cup and that was important for the club - to keep winning trophies.
"Now this season has practically gone we need to come back next season stronger and try to win something again.
"You always need to learn about mistakes and this season we weren’t at our best. If you’re not 100 per cent good and not consistent, you can’t win important things.
"We have got good enough players. We need to wait for the transfer window because always you expect some change in the summer.
"We don’t know if new players come in or other players leave the club, we don’t know."