Atletico had been looking forward to meeting Bayern in the Club World Cup final ever since winning July's Copa Libertadores, South America's equivalent of the Champions League, and their army of fans had crossed the Atlantic in expectation.
Wednesday's semi-final against Raja Casablanca, a modest fifth in the Moroccan league, was seen as a mere appetiser and defeat was considered almost unthinkable.
"Almost everyone played badly," Cuca said after his side were left with the unappetising prospect of a third place play-off against Guangzhou Evergrande.
"We have to be responsible, professional and divide the blame for a bad game and apologise to our fans. We have to lift ourselves quickly no matter how difficult that seems.
"We expected to get the anxiety out of our system after the first 15 or 20 minutes. Instead, we created chances and missed incredible goals and that created more anxiety.
"When we equalised, we had the game at our mercy but with five or six minutes to go, we allowed them a counter attack and conceded the second goal."
He even suggested his team did not commit enough fouls.
"We only gave away seven free kicks in the match and, although it's not right to say this, there are times when you have to commit fouls in midfield.
"It's shameful, we are all ashamed, we made our fans sad," he added. "There are so many fans who stopped at nothing to come here, humble people who saved up for years and we frustrated their dreams.
"This was the most important game of the season for us. It's tough to be sitting here justifying this performance, but that's part of our lives in football. I've come here to face the music.
"If you tried to find somebody who did well today, I think that would be difficult and I would include myself in that."