Hooker Ken Owens said Wales cannot complain about the late penalty try that cost them a historic win in South Africa.
Owens' try put Wales 24-14 up just after half-time.
But Willie le Roux crossed to haul the Springboks back into the game before Liam Williams shoulder-charged Cornal Hendricks into touch, conceding the penalty try.
"We can't grumble with that," said 27-year-old Owens.
"We've got to take it on the chin that we didn't snuff out the move."
Wales have only ever beaten South Africa once and drawn on a solitary occasion - both games taking place in Cardiff.
A first win against the Springboks on South African soil had beckoned, but the Welsh were instead left to dwell on the harsh lessons of defeat.
"We pretty much dominated the game for the best part of 70-odd minutes," said Owens, whose Scarlets colleague Williams later apologised to the rest of the team for his part in the penalty-try incident.
"Just before half-time they put us under a bit of pressure when we were down to 13 and got their reward.
"I thought we came out after half-time, put them under pressure and thought we made amends for last week.
"But we can't be happy with a loss because we're proud Welshmen, every time we put the Welsh shirt on we want to win."
In the wake of the setback, Wales captain Alun Wyn Jones said they could be proud of their response to a 38-16 first Test defeat.
The performance was also described as "awesome" by the South Africa coach, Heyneke Meyer.