Too many people are overreacting to the performance in the final. It was one game, and it doesn't cancel out all the good things we've seen through the season.
However it does highlight our problems and the limitations of an improvised formation which was put together to compensate for the squads weaknesses, but which at the same time created a weakness in depth. The success we had with that formation should be taken as a positive reflection of the capabilities of our squad.
Many have said we had a good first half. I don't think so. We got drawn into playing Madrids midfield game, when we should have stayed compact and made them come on to us. Dybala was drawn into the midfield battle and squeezed out of the game, and one of our defenders was constantly having to move forward to join the battle. Even when we got the goal it wasn't from our standard build up, but from Mandzukic receiving the ball and producing a moment of brilliance - all good, but Madrid had more players in their correct positions to do this, while Dybala who is our best player in this respect was in the position where he was trying to make the incisive pass rather than receive it.
In so far as this affects our transfer campaign I believe there is no need to panic. We have good players, and with proper strategic planning we can add a couple of players who will make the difference. This isn't as much of a disaster as some are making it out to be. I understand why people are upset though, it was a horrible game - I went back to my hotel room and threw up after.
I have three main issues I want the board to address. No more 3 man defence. No more selecting attacking players for their defensive capability - I love what Mandzukic did this season, but if we need an extra defensive body in the middle of the pitch play an extra midfielder. No more moving Dybala away from goal. If you want a number 10 making incisive passes get one.
I've said before I'd be happy with 2 mids and Keita for a 4-3-2-1, but a 4-3-1-2 with Bernadeschi might be even better as he would be more able to help control the midfield. But the most important thing is for the board to sit down with Allegri, settle on an approach and see it through so we don't have to improvise another formation.
Sorry for the long post, but I see people here losing sight of how good the team actually are. We need to improve, but we didn't turn into a mid level team overnight.