Iron boss Mark Robins felt his side did enough to win the game in the 2-1 defeat at Gillingham on Tuesday evening.
United led through a Scott Laird goal and dominated throughout, but failed to take their chances and were hit by a cruel late winner from the hosts.
Two goals from set pieces either side of a Josh Wright red card for the home side saw the Gills secure the points and stay at the top of League One.
“I can’t believe we haven’t won – never mind drawn, I can’t believe we haven’t won,” Robins said.
“You feel like you’ve run over 10 black cats and crawled under several ladders. We’ve had all of our bad luck in one evening.
“It beggars belief that we haven’t got at least a point from the game and we wouldn’t even have been content with a point because we were by far and away the better team.
“I think we were good all night and made it really difficult for the team at the top of the league at the moment and really, I just feel like we’ve been mugged. They’ve got a goal at the end and we’ve conceded two set-piece goals which have been poor.
Iron defender Murray Wallace thought he had secured a point with a last gasp header but the Gills’ keeper Stuart Nelson pulled off a stunning save to deny the on loan Huddersfield man.
“We’ve had an unbelievable chance right at the death to equalise and the keeper made an unbelievable save. The save of the millennium.
“We just couldn’t get the ball into the net and it wasn’t meant to be for some reason.”