Manchester United manager Ole Gunnar Solskjaer said "one kick" was the difference after his side slumped to a surprise Europa League final defeat by Villarreal on Wednesday.
The Premier League giants remain without a major trophy in four years after losing 11-10 on penalties following a 1-1 draw in Gdansk, with goalkeeper David de Gea missing the final spot-kick.
"It's quiet, a disappointed dressing room. That's football for you. Sometimes it's decided on one kick - and that's the difference between winning and losing," Solskjaer told BT Sport.
"We didn't turn up. We didn't play as well as we know we can. We started alright and they got the goal, their only shot on target. We were disappointed to concede a goal on a set play.
"We pushed, we pressed, we got a goal. After we scored we didn't control the game or dominate as we wanted."
United gave themselves hope of a second Europa League title, after the one they won under Jose Mourinho in 2017, when Edinson Cavani equalised 10 minutes after half-time following Gerard Moreno's 29th-minute opener.
But they struggled to turn possession into chances and visibly tired in extra time.
"The feeling inside is difficult to explain," admitted forward Marcus Rashford.
"We came here to win. We've been working so hard all season and this was the opportunity to win a trophy and it didn't happen for whatever reason."