In French, when a soccer team plays pretty well but doesn't manage to score, we say they "manque de réussite". Is there any English expression that conveys a similar meaning? (I feel that "lack of success" has a different meaning but I might be wrong).
I get the impression you are looking for more than an equivalent expression - it feels as though you are looking for a cliché. I don't believe there is a football specific cliché for playing well but ultimately losing. However, there is a very common one for playing well without scoring:
Team X failed to find the net.
This carries the implication of attacking play and a number of shots on goal, but ultimately failing to score.
A number of more general phrases exist, but I doubt any of them has the same widespread use: "deserved more", "will be disappointed with the score", "dropped points"...
Edit: You mention in the comments that you were watching US TV. Football/soccer isn't the same phenomenon in the US that it is in the rest of the world, but it's catching up. This means that US soccer terminology draws from somewhat different influences, and owes more to other popular sports than does UK football terminology. I'm guessing that, as scores in football are so much lower than in many other sports, the Americans don't have a generic sporting cliché that fits, and a soccer-specific one hasn't had time to become established.
Sports commentary has a lot of clichés with specific meanings, and I don't know the specific usage of the French phrase, so I'm guessing here. But:
"Didn't take their chances" -- their play on the whole was good, they created opportunities to score ("chances"), but couldn't take enough shots or their shots on goal were not good enough. This is still a criticism of the play.
"Lacked a bit of quality in the final third" -- as above. "Quality" of play, "final third" meaning the opponent's end of the field. This is formulaic/clichéed.
"Had no success" -- more or less a literal translation, but a bit more natural football-English than "lack of success". This is a statement of facts without judgement, it doesn't imply why they had no success.
"Had no joy" -- as above, less literal translation but means the same thing as "had no success" to an English football supporter.
"Played well but didn't score" -- nothing beats saying what you mean ;-)
"Couldn't get the goal (they needed)" -- again, say it how it is. This is more of a cliché, and is also heard in more elaborate forms like "just couldn't get that goal". You'd say this of a team that lost 1-0 or 2-1, and had a reasonable amount of time to equalise at the end.
"Were unlucky" -- their play was good enough to win but they didn't win. This isn't a criticism. Sometimes "unlucky" is used specifically to mean the victim of bad decisions by the referee, for example "unlucky to concede that penalty" generally means it shouldn't have been a penalty.
"The better side lost" -- an even stronger version of "unlucky", this suggests that the other side shouldn't have won. The speaker might think they were lucky, or they cheated, or just that there was one specific aspect of their play that neutralised the loser's superior play.
We have many terms for athletic failure, but none I can think of which parallels the French expression.
A team which fails to score at all is said to have been shut out, or blanked by by its opponent. (In my youth they were also said to have been skunked, but I have not heard that expression for a long time.) The offense is said to have been shut down.
If the team has had many opportunities to score but could not exploit these opportunities, it is said that they failed to capitalize and could not come through in the clutch. This is regarded by many fans and commentators as a moral weakness on the part of individual players, who are expected to be clutch or be clutch performers or clutch hitters. Even the most spectacular individual plays which do not contribute to the score are said to be empty achievements.
A late scoring surge when the team is trailing is a rally, and rally may also be used as an intransitive verb. But if the rally is not sufficient to achieve victory, the team is said to have fallen short.
Wikipedia - Choke (sports): In sports, a "choke" is the failure of an athlete or an athletic team to win a game or tournament when the player or team had been strongly favored to win or had squandered a large lead in the late stages of the event.
From Oxford Dictionary:
to choke: (in sports, informal): fail to perform at a crucial point of a game or contest owing to a failure of nerve: we were the only team not to choke when it came to the crunch
I very much like the suggestion offered by imsotiredicantsleep:
couldn't find the net
which generally implies the passing game was strong, the scoring chances plenty, and time of possession dominant – yet the goal tally stubbornly low.
One thing I'd like to add, though: if the scoring chances went wide, or hit the crossbar, the team couldn't find the net. On the other hand, if excellent goalkeeping is what tilted the game, we sometimes say
the keeper stood on his head
Tim Howard stood on his head against Belgium in the Round of 16, recording 16 saves in the process.
Had the U.S. managed to win that game (and they had a very good chance in the 93rd minute), then Howard's standing on his head might have been the stated reason for Belgium's manque de réussite.