United slumped to their eighth Premier League defeat of the season on Saturday as a brace from Charlie Adam proved enough to give Stoke their first home win against the Red Devils since 1984.
Yet, as so often this season, manager David Moyes emerged afterwards to praise his players, who he felt controlled most of the contest.
Moyes' statement was not entirely correct. Other than brief glimpses of attacking invention from Juan Mata, the visitors were muted for long periods.
However, it is beyond question they were unfortunate with both goals.
Adam's first came courtesy of a massive deflection off Michael Carrick, whilst the Scot's second was a moment of inspiration as he rocketed a long-range effort out of David de Gea's reach.
In addition, against physical opponents, Moyes lost both his central defenders before half-time as Jonny Evans limped off with a calf strain and Phil Jones was taken to hospital after being knocked out in an accidental collision with Jonathan Walters.
Little wonder United headed back up the M6 cursing their misfortune.
"You get injuries, you get certain decisions against you, you get deflections," said Smalling. "I guess it's how the game goes.
"There have been a few deflected goals this year which have really not been down to us.
"Hopefully it will turn in time because we are due some good fortune."
The result is a reality check for those who felt the club record £37.1million arrival of Mata would solve all the problems Moyes has inherited.
The Scot could be criticised for his second choice of substitute, which involved the introduction of Danny Welbeck and switch of Wayne Rooney into midfield, when a more orthodox central midfielder, Darren Fletcher, was available and also Antonio Valencia, who would have allowed Mata to switch into a more central position.
Nevertheless, it is clear United have issues that run fairly deep, and require extensive surgery, even if Smalling agreed with his manager's assessment of the overall performance.
"It was massively frustrating," he said.
"We played quite well for large parts of the game. On another day the chances we had might have gone in.
"We pressed for the whole second half, we had a lot of the ball but it wasn't going for us."
Having equalised once through Robin van Persie, it seemed United were going to snatch a point at the death when Wayne Rooney's free-kick was creeping into the corner.
Their hopes were dashed when Asmir Begovic, at one stage heavily linked with an Old Trafford move, managed to claw the shot onto a post, further enhancing an already impressive reputation.
"That was a world-class save," said defender Marc Wilson.
"It was a terrific free-kick. I don't know how he kept it out but that is why he is one of the best goalkeepers in the world.
"He didn't have that many saves to make but when he came for crosses he was terrific and took the pressure off us.
"He is still young for a goalkeeper (26). He has a great attitude and is improving all the time."
Bizarrely, the result lifted Stoke out of the relegation zone and into 11th spot, underlining how tight the battle to avoid the drop is going to be this season.
That particular scrap will not concern United.
However, unless they find some consistency pretty quickly, neither will the contest for a top-four place and that Champions League spot to which so much finance and prestige is attached.