I don't disagree that Liverpool deserved to get at least a draw, as I am a bit tired right now needing some serious sleep. But then again, Liverpool fans shouldn't complain anything about being unlucky since it is they who took, which IMO, was most one-sided final ever apart from Milan drooping of Barca in 94.
Beside, most Liverpool chances came from mistakes at the Milan backline. Jankulovski was terrible: A missed control to set up Pennant on the run, slip, numerous miss passes. I mean even Gattuso was uncharacteristically loosing possession at his own half. But then again, these are all understandable from Milan players point of view, since there is no doubt that they had more pressure than Liverpool after what happened two years ago.
In contrast, Milan at tried to work around ball, keep possession, and play with some style. And I am sure if they had somebody who can just keep hold of the ball, relieve pressure off his teammates, and lay it off to midfielders, then I am sure they could have played better game, and dominate Liverpool more. But the game was never about style from Milan's perspective the moment Pippo played a lone top. It was always going to be about result. And as poorly as they played, they got the win.