I fail to see how losing on away goals and by one goal on aggregate is "one of the worst ways possible" to lose. That simply isn't objectively true. You can contrast the difference in scorelines between the legs and point to the collapses, but when judging them as two-legged ties in their totality and without emotional biases things balance out.
Against both Roma and Liverpool we we got incredibly lucky in the first legs and walked away with results that flattered us. Exactly the opposite happened in the away ties.
I know the conventional wisdom and revisionist history suggests we were utterly played off the pitch in both matches and Valverde deserves to shoulder almost all of the blame, but no statistical measure supports that conclusion whatsoever. Fans view these matches with inherent prejudices due to the nature of the collapse, the coach, the starting XI, emotional and physiological burden etc.