Lombardo, to his credit, took his substitution in a professional manner, displaying none of the amateur dramatics which used to accompany an early departure by his fellow countryman, Michele Padovano, who recently left Palace for Metz. Yet the bald truth was that Lombardo and his team mates had been given the run-around by an efferverscent Grimsby Town side who on this showing looked much the better prospect for promotion from the First Division.
Four wins in five games have taken Alan Buckley's team into seventh place in the table. In what has become a very open division, who is to say they might not go all the way?
If Grimsby is an unlikely location in which to find a successful football team then Cleethorpes, the neighbouring town where Blundell Park is to be found, is an even more improbable place. The railway line ends here where the North Sea begins and the quaint pier and beachfront bingo halls suggest a footballing backwater.
Yet Grimsby have a rich footballing history and in recent years they have produced successful teams who play an open and attractive game. Buckley is in his second spell at the club and is building steadily on last season's triumphs, which included Wembley victories in the Auto Windscreens Shield final and the Second Division play-offs.
On Saturday Grimsby passed the ball around in their customary style, the midfield providing enthusiastic and intelligent support for the forward pairing of Lee Nogan and Jack Lester. It was no coincidence that the two red cards were shown to Palace's central defenders, Craig Moore and Fan Zhiyi, after fouls on Lester. They rarely looked comfortable as the two Grimsby front men found space with sharp turns and clever runs.
Buckley's biggest problem, predictably enough, is resources. "At the moment we have not got enough players to call a squad," he lamented after the game. Last week Buckley was unable even to field a full complement of substitutes for the Worthington Cup visit to Sunderland, who won deep into extra time.
As for Palace, this disjointed performance was typical of their away form this season. They have scored just three goals on their travels - only Bury and Chesterfield have a poorer away scoring record in the entire Nationwide League - and their mid-table position is due almost entirely to a good home record. This is all in stark contrast to last season, when Palace had registered five away wins in the Premiership by November but did not win a home game until April.
Some of their defending here was shambolic, with Dean Austin a particular offender. He was at fault for both goals, first losing possession as Grimsby built a flowing move finished emphatically by Tommy Widdrington, then failing to stop Lester's powerful run into the box.
Palace badly missed the injured Mathias Svensson and Sasa Curcic. Matt Jansen was their only attacking threat until the arrival of two substitutes, Marcus Bent and Lee Bradbury, who was making his debut following a pounds 1.5m move from Manchester City. Bent nearly scored with his first two touches, a header from a corner and a 25-yard shot after a jinking run, but in truth even a consolation goal would have been more than Palace deserved.
Goals: Widdrington (13) 1-0; Lester (53) 2-0.
Grimsby Town (4-4-2): Davison; Butterfield (Bloomer, 88), Livingstone, Handyside, Gallimore; Coldicott, Widdrington, Groves, Smith; Nogan (Black, 79), Lester. Substitute not used: Dobbin.
Crystal Palace (4-4-2): Digby; Austin, Moore, Fan Zhiyi, Sun Jihai; Lombardo (Bent, 72), Foster, Mullins, Rizzo (Bradbury, 72); Morrison (Burton, 50), Jansen.
Referee: D Pugh (Wirral).
Bookings: Grimsby: Gallimore. Crystal Palace: Sun Jihai. Sent off: Crystal Palace: Moore, Fan Zhiyi.
Man of the match: Lester.