Tshiunza, who missed the Test season with injury, is the first player ruled ineligible since Tandy took the reins and the head coach declined to comment on the rule.
“As a coach you want it all don’t you? I wasn’t here when that policy was put in place and I don’t think it is fair for me to voice what I think about it,” said Tandy.
“I’m disappointed for Christ, but ultimately there are procedures that are put in place that we have to follow.
“I want as many Welsh qualified players available to us because we haven’t got a massive pool. Ultimately you’ve got to follow the process.”
Wales’ summer squad, which will be cut after Saturday’s uncapped fixture against Barbarians in London, features 10 back-row forwards.
Tshiunza’s Exeter teammate Kane James is among them and will only be captured by the WRU cap rule when his current contract expires, with Chiefs boss Rob Baxter stating the 21-year-old is on a “long-term agreement”.