Actually you never had an advantage of more than 1 point in this game. That been said, it's not you played well, it's your opponent played well. If you don't have a forced (or calculated) win while attacking your opponent's king, it's better not to risk your pawns for it. Also it's very hard to attack with only queens and rooks, usually it's better to attack with minor pieces, such as bishops and knight, to have, so to say, consumable for attacking opportunities
Why did I lose this game.
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It's tricky, we are not machines.