Wales lost 23-8 in Tokyo as Japan came from behind to level the series in Tokyo as Craig Wing and Michael Broadhurst both crossed after Tom Prydie had given Wales the lead early in the second half.
McBryde said: "We turned the ball over nine times in the opposition 22 and the majority of our opportunities came pretty early on in the game. If you don't take those opportunities, then you pay the ultimate price, as has happened."
He added: "I felt we played better than last week. We created quite a bit more. It's just unfortunate that, because of those inaccuracies, Japan stayed in the game and as it wore on they got stronger and stronger.
"Obviously the heat added to the difficulties but I'm not going to look for excuses or take anything away from Japan. They proved they are more than a match for a lot of teams.
"They would have been disappointed by the loss last week, so we know they were going to come out firing. It's just disappointing from our point of view that that game was there for the taking in the first half and we just weren't accurate enough."
Wales were without 15 players on tour with the British Lions and took their tally to nine new caps during this tour of Japan after Josh Navidi, who suffered a broken nose, started and Scott Baldwin stepped off the bench. And Wales' lack of experience told as Japan finished far stronger to claim their first victory over opposition in the top 10 of the world rankings.
The result was also a major scalp for coach Eddie Jones as he builds towards the 2015 World Cup and hosting the tournament in 2019.
Jones said: "I'm very proud of the team. We have created history by becoming the first Japan team to beat a top 10 team in the world. We understand Wales are without their best players but we played a very good game of Test match rugby and this is another step forward for us.
"It was all about the players' attitude to keep fighting, to keep getting back on their feet and making tackles and line-breaks. It's a great result for us."