UAE were so close to win. It's not the fate but UAE had some very slow over while they scored more in good overs. If they were able to take more singles instead of dot on those overs, they would have won. Like the 15th over where they only made 2 runs. They lost a wicket there but losing a wicket is not a reason to score so low in late game specially in T20. Afghanistan is overall better team than UAE and they had overall better bowling as UAE gave 5 more runs on extras than Afghanistan which in the end became the score that Afgnaistan won with.
Experienced teams always have the advantage when it comes to close matches. Afghanistan was on the receiving end, during a close match against Pakistan in one of the previous occasions. And on this instance, they had the advantage against the United Arab Emirates. Let's not forget the fact that this series is essentially a warmup ahead of the Asia Cup. UAE had a few close matches against the full member nations till now, and that is going to make the Asia Cup a lot more interesting.