I agree. But you forget that Chelsea also kept believing even after the conceded goal. They created a chance for Ballack, he shot the ball, it was going towards the goal, but Keita (was it him?) stopped it with his hand.
It must have been a penalty, deliberate handball or not, it must have been a penalty.
Just put Juve in Chelsea's situation and tell me if you'd have asked for a penalty (not only you, everyone here) if a Barca player stopped Del Piero's shot that way?