Allegri made sweeping changes to the team that draw in Amsterdam, as Paulo Dybala and Moise Kean started in attack, the latter opening the scoring in the 30th minute.
"You win when you win," he told a news conference.
"Today it's a shame because we lost, and when you lose you are a bit p****d off, especially after a good performance against a good SPAL.
"Now, let's see tomorrow, if Napoli wins, we'll wait until next Saturday. What matters most to us is to prepare as best as we can for Tuesday and get to the semi-final," he said, referring to second leg at home to Ajax.
"Because anyway in the league we only need one point if Napoli wins them all, if they don't, we don't even need a point.
"Then, since I hear that for Juventus the league is easy, well, the league is easy for those who don't win, but for those who win it's hard."
Cristiano Ronaldo, Leonardo Bonucci and Mario Mandzukic were among the first-team regulars missing from the line-up, and Allegri was quick to offer a reminder that his players are expected to win every week, not just against their title rivals.
"Juventus, compared to other teams, has the strength to play all games to get three points, because otherwise, if you only win the head-to-head games, you don't win Scudettos," he said.
"That's the rule that I was taught … and it's still applicable, even if football now is only made for scientists, but it's the same.
"Therefore, when I hear that for Juventus the league is easy, no, because Juventus plays the same games as other teams, then the head-to-head games you may win three, lose two, draw one, that's a different story, but the difference in the league is made with the other teams.
"And winning is not easy, it's very hard. Especially winning for seven years, because we still haven't won the eighth title ... but we have to give merit to this team and this club, which made extraordinary things [happen]. 84 points in 31 games, that's not easy, or in 32, because today we lost.
"Therefore I would say I am very happy of what they did. It's normal that now we have to reach a Champions [League] semi-final, which is another competition in which Juventus is playing against a great team."