United came flying out of the traps and took the lead through Scott McTominay, but ended up falling to a second 2-1 defeat to Nuno Espirito Santo's side in the space of three weeks.
Patricio saved close-range headers from Romelu Lukaku, Jesse Lingard and McTominay, and Solskjaer said: "It was a very good start. We should have been three up.
"But we created our own downfall, really.
"I was very pleased with the intent, the way we started.
"It was a very good performance until they scored their second goal.
"But for their keeper, we should have won this game.
"We've played well enough, created enough chances to win the game.
"That's football and that's why it's the game we all love."
He added: "Some days you have the margins, today their keeper had a fantastic performance.
"Romelu got a cross from Diogo (Dalot), but their keeper was in a great position.
"He made some fantastic saves. That's football."