2 of 2 Added information from comments

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.