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You can understand his frustration. Ross Taylor masterminded one of the great comebacks with a staggering undefeated innings of 181.
England had posted a formidable 335 for nine thanks to centuries from Jonny Bairstow and Joe Root.
The visitors also took two early wickets, removing both openers before they could score.
But Taylor, who got to the wicket with his side two for two, played the one-day innings of his career to guide New Zealand to a five-wicket win and level the series 2-2.
It was a wonderful game and a great innings. But Morgan could barely squeak out any praise.
Asked about Taylor's remarkable knock, he gave only a brief response which came across as, well, mean-spirited.
''Yeah, Ross played well,'' he said.
He filled a awkward pause with one more attempt.
''He played well.''
Morgan, of course, was part of a middle order collapse which prevented England from going on and posting a much bigger score of around 360 or 370.
''All four of us who got out for very little, all came in and were gutted because there was a hell of a lot of hard work that was put in to get us into that position.
''We've been striving [to put together a big total] for some time and we didn't manage to do that, so it is extremely disappointing.
''When we've earned the right to push for a say 370 score, we've not had a collapse like that. Normally one of us has come off.
''If it continues to be a pattern, we'll look into it deeply.
''It has hurt [the team] deep not to be able to capitalise on that.''