An emotional McIlroy broke down in tears after his singles win on Sunday at Whistling Straits, having been disappointed to have lost three matches over the opening two days.
With talisman Ian Poulter also misfiring in two fourball defeats alongside McIlroy, Europe trailed 11-5 heading into the last day and eventually suffered a record 19-9 defeat.
“I love being a part of this team, I love my team-mates so much and I should have done more for them this week,” said McIlroy on Sunday.
“I’m incredibly proud to be a part of this team, to be a team-mate of all these guys, the captain, the vice-captains. We've had a great time.”
Speaking at St Andrews, where he is playing in this week’s 20th Alfred Dunhill Links Championship, David Howell praised McIlroy for letting his emotions flood out at the end of a “tough week”.
Howell, the European Tour’s tournament committee chairman, said: “It was a wonderful interview, really, as it showed just what it means.
“The watching public are always sceptical, asking, ‘does it mean anything?’ Yeah, it really does and that was good to see.
“For him to get beaten up like that on the first two days, you can’t legislate for that. Even if he’s not on top form, you think he is going to play potentially better than he is.”
World No 1 Jon Rahm won three-and-a-half points from five games, including three wins alongside compatriot Sergio Garcia, but Tyrrell Hatton was the only other player apart from the Spaniards to pick up more than one point in Wisconsin.
“Jon Rahm did his bit, but (European captain) Padraig Harrington really needed two or three players to have a dream week,” said Howell, who played on big wins for Europe in both 2004 and 2006.
“It gets lost, really. Bernd [Wiesebeger] has played nicely, yet he came away with nothing. He started off with a stiffed wedge for birdie, didn’t look intimidated. It was a tough one, wasn’t it?
“And, even though I only got it from the TV, the atmosphere was tough. It was hard to feed off anything and they were a tough crowd, there’s no doubt about it.
"Obviously the booing wasn’t quite what you want as a sport, but it is heading that way at times and it has done last week again.
“With no one to temper, not aggression but you know what I am saying, I am sure it must have been difficult to get any positivity out there.”
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