Yes, we are really sorry for Mbappe, he tried to give more to the team. As you said, Real Madrid's comeback from a three goal deficit was not credible but I believed on the contrary that they could. Real lost in a match to save their honour although they were under a lot of pressure and had a high goal deficit and Arsenal are a strong team. Before the match Mbappe and Vinicius had the confidence to win but they were not found sufficiently on the field they lacked a strong attack.
Why do we have to feel or say sorry to Mbappe?
He is very ambitious, has high ego, want to win UEFA Champions League and he left PSG, joined Real Madrid for this title, but he did not contribute enough for Real Madrid in two quarter final matches.
He is responsible for this failure of Real Madrid because he is an important attacking player in the club, and contributed nothing in two matches. If he want to win UEFA Champions League title, he must play better next seasons.
Definitely Kylian Mbappe is responsible for every single minute. because people now see him as the player in the team to whom all the hopes are attached. like he is the only support of the team at the moment. So if Killyan Mbappe does not give any better out put to the team then surely he deserves all the blame.
In fact the real player is the one who becomes the rescue for the team in the tough moment. Before Killyan Mbappe, Cristiano Ronaldo was the hope of the team and whenever he lacked performance then all the team used to blame him. So Killyan Mbappe should needed to upgrade his performance further otherwise, like this time next season also he may lose the trophy UEFA champions league.