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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"...