Clarets boss Sean Dyche admitted he felt a mix of pride and frustration after the 3-1 defeat at Old Trafford.
Burnley outplayed their hosts in the first half, only for a familiar failing from set pieces to haunt them again, as they went in 2-1 down.
They had chances to level matters after the break before a late penalty sealed their fate, and Dyche said: “There’s a bit of both in equal measure, we were outstanding.
“The quality of our play, particularly first half, was outstanding.
“Everyone in the stadium was probably scratching their heads at how we didn’t come away with anything, and probably more at half-time - how they went in 2-1 up...
“But the details have hurt us a bit this season and they hurt us again.
“There has to be a future in what you’re doing though, and there was in our last two performances.”
Burnley shipped their 15th and 16th headed goals, both to Chris Smalling - the first coming 22 seconds after his introduction for Phil Jones - as set plays continue to pose a problem, and Dyche mused: “We had a little spell at the very beginning of the season and then nullified it and it went away.
“Sometimes it comes in little spates, it was a second phase thing tonight, you’ve got to clear the first, if you don’t, you’ve got to deal with the second, and we didn’t.
“The second, to be fair, you’ve got a £65m player putting a cross in who’s not bad you know, and he landed it right on his forehead, so there’s probably a bit in that, but you can’t let that get in the way of the performance.
“To come to Old Trafford and play on the front foot with the energy and quality we did shows what we’re trying to be about.
“I told the players earlier in the season we’re not going anywhere to defend, we’ve only done it once, at Arsenal, it didn’t suit us and I said we won’t be doing that again.
“We want to take games on, and we did.”