This defeat will be a difficult pill for Bangladesh to swallow. They did so many things that were admirable. They showed the courage to end their bowling innings with two overs of spin, conceding just 10 runs. Their two senior batsmen batted with responsibility, taking the game deep, not playing loose shots under pressure of the rising asking rate. They targeted Afghanistan bowler, young paceman Karim Janat, got 21 off him and were within nine runs of a win that clearly would have meant so much to them that Mahmudullah animatedly applauded each of the five boundaries Mushfiqur Rahim hit in the 19th over.
But yet again, Bangladesh failed to finish the job. Admittedly not favourites in T20I cricket, Bangladesh's short history has been full of near upsets. They hadn't prepared well for the World T20 in 2016 but they played the perfect game for 39.2 overs to push India to the brink of elimination. Then, heartbreak. It seemed there might be some redemption when they beat Sri Lanka in a close game in Colombo earlier this year but a familiar tale in a close finish repeated itself when Dinesh Karthik beat them again in the final of that tournament.
Now, after having lost another series and under fire from the BCB bosses, the players were so close to salvaging something from this tour when Mushfiqur mistimed the last ball and Shafiqullah pulled of a sensational stop at long-on to deny them. Losing close matches again and again has got to take a mental toll on the side, and, the captain, Shakib Al Hasan, agreed.
"It will be hard for me to answer," he said. "I have never batted or bowled in those situations. I think the batsmen or bowlers will describe it better. I think it is a mental block, which we have not been able to overcome till now."
Bangladesh needed nine runs off the last over, bowled by the great Rashid Khan, but had two set batsmen at the wicket. Shakib agreed that you should pull games off when you have fought your way into such situations, but he also knew the last over was not where the game or the series was really lost. He was harsh on his side. "We haven't played well in any of the three departments," he said.
When asked what they had to do to improve, Shakib said, "We need to bat, bowl and field better. I think we failed in all three departments. We didn't bat to our potential. We could have bowled better except for today's match. Body language and fielding, we were struggling. I have seen our team when we fielded really well, but that body language and effort wasn't there.
An addition to Bangladesh's problems was two run-outs in one over when two different strikers failed to respect the non-striker's call. On both occasions the ball was hit to short fine leg. First Liton Das sent back Soumya Sarkar, whose call it was, and then Mushfiqur gave the same treatment to Das.
"One run-out is often enough to derail an innings so to have two in three balls was a huge setback," Shakib said. "I think credit is due for Mushfiqur bhai and [Mahmudullah] Riyad bhai. We'd have felt better had we won this game. It is always harder to lose a close game. But we didn't play well throughout the series as a team."
Bangladesh now need to find a way to close out these tight finishes or improve in other fields so that they don't often find themselves in such tight spots.
Sidharth Monga is an assistant editor at ESPNcricinfo