That will be their biggest disappointment and what makes this All Blacks team so good. I went through some tough tests as an All Black in 1996-97, after which I sat in the changing room and wondered how we had won. And there might have been similar feelings in the away dressing room under the main stand at Murrayfield after this one.
The All Blacks tackled and scored points when they needed to but sometimes teams just get good at winning and this team have that knack. They win big moments, and winning a penalty from a defensive scrum when you are a forward down as they did here is definitely one of those.
It's the one big thing that Steve Hansen can be positive about. When he's needed his team to withstand the pressure on this tour they've fronted.
Some will look back at the All Blacks' draw and defeat to the Lions and Wallabies this year and ask 'has the rest of the world got better or have the All Blacks buttoned off?'.
Arguments could be made on both sides but I think other nations have improved and the All Blacks are definitely missing some important players such as Ben Smith.
Wales won't be overawed in Cardiff next weekend and with Warren Gatland in charge they have a good opportunity to do what they haven't done since 1953 and claim a rare victory over the All Blacks. Gatland will know Hansen's team and tactics inside out after the Lions tour and there is little doubt the rest of the world have got smarter against the All Blacks.
The Scots played a game very similar to the All Blacks - they shifted the ball, didn't seek contact unless necessary and their backs ran from deep behind the front runners and looked for width. It was smart and effective.
If the All Blacks click they can be so dangerous it's almost frightening. When they're good they're unstoppable. The Scots did nothing wrong for Beauden Barrett's try - no team could stop that.
Imagine if they played like that for even 70 minutes of a match? That's their challenge. When they're good they're incredibly good and that's a massive positive.