I would not agree that Alonso lacks experience in final matches. It was just that they underestimated Atalanta who was fully prepared to win the finals. The reason why I said so is that, Atalanta is winning the Europa league for the first time, which means that they also lack experience in playing the finals.
Alonso that was unbeaten this season in his domestic league, shows a lot of experience because such record have not been created since the history of Bundesliga, and this is why I don't accept the fact that Xabi Alonso don't have final match experience. It is just that his strategy was too weak for his opponent which made Atalanta to use it as an opportunity to win them.
As a Coach it's fine to say he la k experience, but as a player I doubt if he's not experienced in finals, this is actually his first time as a coach and his first time getting to a finals aswell so that wouldn't be a big deal to consider, he did well too, as a first time coach, he was able to win one out of the two finals he played which is a fair performance as compared to loosing both finals even as an experienced coach.
Him underestimating Atalanta was because he saw it like one of the league games and may not have been expecting Atalanta would turn out that tough against tham so he may not have seen the need to fully engaged than to the point he ended up loosing the game against them. He would have been able to win that game if only he was able to ease the pressure on the players to deliver as a team, he was probably pressured as a coach too aswell as the players were probably under the pressure of getting to set the records and then he ended up loosing both the game and the record.
If he had focused more on just winning the game and not just the records, then he would have been able to get to win the trophy and aswell maintain the record too aswell which was one of their priority this season. By next season If he gets to any finals again, not minding the team involved, I'm sure he will be able to handle it much better than he had done this season.xabi still remains a good and very promising Coach.