Nottingham Forest refused a request to play the game the following Tuesday as significantly smaller numbers of their fans would be able to attend.
Davy, chairman of both Huddersfield Town and the Giants, said: "It seems ridiculous that when, for the first time in 44 years, the claret and gold of Huddersfield is at the Challenge Cup final, we are unable to rearrange our fixture for the most prestigious cup in rugby league.
"I would stress it is not Town's fault as all the main supporters' groups backed the change.
"But without Forest's support, which was not forthcoming, the Football League would allow a move only to the Friday or Sunday, both of which were impossible for the Police."
An earlier kick-off for the game has been agreed.