New Zealand coach Steve Hansen said he could not believe Wales turned down two kickable penalties at goal at the start of his side's 33-10 win in Cardiff.
Hansen described the home side's tactic of kicking for touch rather than for points as "crazy".
"Maybe they didn't think we were going to score many points, or they weren't going to be down there again so they had to score off them," he said.
Wales coach Warren Gatland said the decision was part of their game plan.
"That's the way we wanted to take the game to the All Blacks," he stressed. "You've got to do that."
Inside the opening 10 minutes in Cardiff on Saturday with the game score-less, Wales fly-half Rhys Priestland kicked the first penalty to touch and Luke Charteris won the line-out, only for the hosts to lose the ball in possession.
On the second occasion, Priestland over-cooked his kick to touch, and was adjudged to have done the same on the third occasion, five minutes before the interval.
"Rhys was adamant the second one didn't go dead," Gatland said. "Sometimes you take those risks and we felt we needed to against New Zealand.
"They don't give you too many opportunities, and they were clinical - they took their points.
"Sometimes they are quite happy if they are under pressure to give away penalties to stop your momentum, and just give away three points.
"So our plan was to try to counter that, but we didn't quite execute it as well as we should have done.
"When we look back at it, we may well say on reflection, should we have taken the three points?"
The tactic eventually paid dividends for Wales when they scored the first of their two tries from a planned line-out move after Priestland found touch.
Scott Williams emerged with the ball after the entire Welsh team joined the maul as it thundered over the try-line.
But the game was lost by that stage, with New Zealand having scored three tries to open a 33-point lead with 25 minutes remaining.
"We saw with England against Australia last week that in the end deciding not to take kicks probably cost them the game," added Hansen, a former Wales coach.
"I don't know if the Welsh kickers would have kicked the goals but if you think about points on the scoreboard, it makes the game a lot tougher mentally [for the other team] and applies pressure.
"They threw the dice and it didn't come off. There is risk and reward for not taking the points when they are on offer and if they had pulled it off, we would be sitting here saying 'what a champion'. But they didn't."