Despite being bottom of the table, the Blades twice took a lead in an eventual narrow 4-2 loss.
"I'm a bit bored about saying that," he responded when asked if his team made him proud, despite not winning.
"There's been times when we've been exposed so we have to accept it and take responsibility.
"It's bittersweet, coming here in front of 75,000. I don't go with the narrative Man Utd are poor, you've got world-class players all over the park. You look at one teamsheet and the other teamsheet - that's the best team we can put out - and you expect to be under pressure and your goalkeeper to make some saves, which he did. Which is great because he's a good pro.
"We scored two away from home to take the game deep, they're positives. The negatives yet again is if we make better decisions from a defensive point of view we come away with more, like we should have done with so many more points than we've got in my time here.
"That's the disappointing thing, the ball goes in the back of our net far too easily. Just as they find the big moments, there's an art to defending as well. It's both penalty areas and we yet again have been not great in terms of the goals that have gone in."