Burnley created a number of chances, and had three shots on target - as many as in their three previous games put together - but could only take one at 3-0 down, after some slack moments defensively.
Aaron Lennon played the number 10 role and scored the Clarets' goal, in a man of the match display, but his first goal against United, almost 19 years after his first appearance against the Red Devils, was too little, too late.
Dyche said: "We took the game on, I was pleased with the mentality, especially early on in the game.
"The only qualm I have is the goals, two of them,because we should have got out and blocked, didn't make a challenge on one and didn't get out to the other.
"But a lot of our game was right. we took the game on, created chances, looked a threat, kept the ball at times and played well.
"To go in 3-1 down at half-time was bizarre really, after at least a decent performance. it's a strange one for us."
On the decision to play Lennon off Chris Wood, in the continued absence of Maxwel Cornet, Dyche added: "He's been really sharp in training and earned his start, we played him in a couple of training games and he did well, he has played there before, and I didn't take him off because of his performance that's for sure, we're trying to keep bodies fresh and give people a chance.
"There were some good performances and collectively we're not far off.
"Wayne (Hennessey) did well and Dale (Stephens) came on and tried to affect it. a lot of the performance was good.
"To take the game on as we did was pleasing, but we have to get on the right side of the details as that has hurt us all season.
"The mentality was excellent and we created chances right down the length of the game.
"We had some big moments, but, unfortunately the story of the season has not been taking the big moments."
Burnley were without Nick Pope, Jay Rodriguez, Kevin Long and Josh Brownhill through coronavirus protocols, while Cornet, Ashley Barnes and Connor Roberts were also missing, but Dyche wasn't using that as an excuse: "Everyone's got a challenge at the moment, we don't want to over-egg that, we've lost who we've lost, and a couple of those will come back, so when they do, that adds to us.
"We might get Maxwel back around it, we'll have to see, Barnesy and Connor Roberts are too far away, but it's the challenge of what's happening at the moment.
"I don't put that down to the performance, because I thought the performance was right, particularly some of the chances we created - it's not east to come here and create chances, so a lot of that side was right.
"But I'm talking about the details again and we've got to keep working and keep focusing on the details at both ends of the pitch."
Burnley were transparent with who was unavailable and why, at a time when several games have been called off with clubs often unsure as to how the numbers stacked up in terms of how many players are out, and for what reason, but Dyche said: "Whatever the rules are, whatever the Premier League requires is up to them. we just try and look after ourselves and do things as we see fit, we're not judging anyone else for sure."