Elsewhere, New Zealand and the Philippines recorded their first World Cup wins this month and, while Norway were knocked out by Japan in the round of 16 on Saturday, Hegerberg hopes the progress of certain nations will lead to increased investment in the game.
"It is tough," she said reflecting on Norway's tournament, which began with a surprise to defeat to hosts New Zealand.
"More and more teams are here to show their best and it's tighter. You can see it from both sides: Are the best teams evolving in the right direction? But you see that smaller nations are coming up and are doing great work, putting their spirit into it and it's great to see.
"I really hope it gives more nations more opportunities and more and more federations follow, because I know there are many nations that need more following and more respect from their federations."
"It has ben a crazy World Cup, but that is good for the women's game and it shows a lot is happening," the Barcelona winger said.
"You want progression in Europe and in other parts of the world. I have been very happy to see it, teams like Jamaica have been fantastic and Nigeria have been very strong as well. This is what football is about.
"Before, it was not like this in the Women's World Cup and now that it is just shows that putting more money into the game and pushing for development in all parts of the world is working and is a fantastic thing.
"Even though we would like to go further and other favourites who are already out would love to still be involved, overall for the women's game it's been a good World Cup."
Former Ballon d'Or winner Hegerberg, who missed Norway's last game against the Philippines with a knock, was not fit to start and only came on for the final 20 minutes.
"It is very disappointing because I prepared very well for this tournament and I felt sharp," the Lyon striker added.
"I tried to get the disappointment out the way and really back the girls, I feel like I did that. Credit to medical staff as well, who worked really hard for me to be ready for this game, it is tough, but it is also life.
"I have been in tough situations before, but it's about moving on and doing better next time. It is disappointing, to lose when you feel you have a grip in the game and then get punished, but we know [Japan] are very good at what they do."
Norway had briefly levelled at 1-1 against Japan through Guru Reiten, becoming the first team to breach their defence at the tournament, but they were comfortably beaten in the end.
Despite not being among the favourites before the finals, the Nadeshiko are now much-fancied to go all the way Down Under, with Graham Hansen saying they are the best team she has seen.
"They are so disciplined, very structured in the way they want to play offence and defence," she said.
"They are not an easy team to play and they showed that today. They were less efficient than against Spain, but they have so much quality in front of goal that they don't need a lot of chances.
"If they need to lie low, they will and counter attack, they have the quality to do so. They even did that today against us, dropping back and creating space. They have a lot of strengths and have shown they can do it against different teams.
"For me, they have been strongest team so far I have seen. They have impressed me the most."