The Milan case offers a precedent for the principle that any appeal against procedural breaches at the investigation stage should generally be raised during any appeal following a subsequent adjudication. They can depart from that line in certain circumstances, notably when they consider that a claimant's legitimate interests would otherwise be compromised.
Here, while the CAS recognises that there were some differences between our case and Milan's, they've nonetheless decided to follow the general principle. It's important to be mindful that they haven't rejected the substance of City's arguments, only declined to consider them at this stage. And based on my scan read of the document, I'd say that insofar as it's possible to discern any view of the CAS on the merits, there's far more for UEFA to be worried about than City. However, the usual disclaimers apply on that point.
As for Nick Harris, he's not a credible observer. His who track record when commenting on City is that he lamentably lacks any ability to do so objectively. Treat him with the contempt that he deserves.