The 2-1 result saw United bounced out of the Champions League.
Lukaku told BT Sport: "Some things were flawed with some players, some players were hiding. The deception was really big, because you know I think we started the game well, and then we started to let them have control in the game.
"Then we had a few half chances but we didn't really score, and then they scored the first goal.
"From that moment on we tried to chase the game and they scored the second one which was a big blow. At the end we kept pushing but it was not enough.
"We should have done better because the bit of quality we have in the team, we should have went through. We didn't deserve it because we weren't good enough."