For the third European tie in a row at Fir Park, Motherwell lost 2-0 following a late goal on the counter-attack as they pressed for an equaliser.
Motherwell had responded well to Ivelin Popov's 52nd-minute opener in the first leg of the Europa League third qualifying round, but last man Stevie Hammell gifted possession to the Russians with most of his team-mates up the park for a 77th-minute corner, and seconds later Popov swept home following a swift counter-attack.
McCall had warned his side not to suffer the same fate and had played a more cautious 4-5-1 system, but the end result was the same as last season's first-leg defeats to Panathinaikos and Levante.
"We got to 74, 75 minutes and the plan was to go 4-4-2 and launch some balls in," McCall said.
"But the second goal - I saw it coming, as soon as it came out and we played the wrong pass.
"It was deja vu - exactly the same as last season. We talked about it all week and by the looks of that we didn't learn.
"That's most disappointing aspect."
Ibrahima Balde hit the bar for the visitors, who are unbeaten in their first three league games, but Motherwell had finished the first half in reasonable shape before the visitors stepped up a gear.
There was more misery in stoppage time when John Sutton was denied a lifeline as his header crashed off the post.
"Listen, they were a better side, they were a yard sharper, they created better chances but we were still in the game," McCall said.
"We came in at half-time maybe fortunate to be 0-0 but they have not been beaten since November and are difficult to break down.
"Our set-pieces weren't great and it would have been nice to see Sutton's chance go in for the fans, they stuck with us all game and that's three 2-0s in a row here.
"The second goal was just so frustrating - even at 1-0 it was an uphill task - but we are still in it.
"We can still go and defend well and nick a goal on the break or from a set-piece but the second goal is the most frustrating aspect."
McCall revealed Hammell had held his hands up after the game.
"As soon as he walked in he said sorry to the lads."
Kuban head coach Dorinel Munteanu was delighted with the way his side carried out his game plan on their European debut.
The Romanian said: "We knew our opponents had played in European football before and also heard a lot about the fans who created a special atmosphere and were extremely supportive.
"But our team carried out the game plan and did everything we wanted from them, and cut out their danger out wide.
"I congratulated the players after the match but I reminded them that there's a second game and we have to be extremely focused."