"Because we won last night we thought it was going to happen, rather than making it happen.
"In the end we were our own worst enemies. We've got to learn to be better in those situations and we're not, so it's very disappointing."
The first game was a 2-2 draw, Argentina won the second 1-0, New Zealand took the third 3-2 and the fourth 4-1 before today's setback.
Taking a series win home from Argentina would be a considerable feather in the Black Sticks' cap, especially with everything geared towards being ready for a big campaign at the Rio Olympics in August.
Thursday (NZT) is a rest day and a trip to the beach, but rather than delivering any rockets or hockey's equivalent of naughty boy nets, Hager says much of the responsibility now rests with the players.
"Everybody's just got a bit of soul searching to do," Hager said.