The loss saw Scotland crash out of the Euros.
Before Hungary's winner, Scotland saw a penalty call for Stuart Armstrong waved away with VAR also not intervening.
Clarke later said: "The biggest point in the game is the penalty kick.
"Why is it not given? I need an answer. I need to know why that's not a penalty kick.
"I don't understand how VAR can look at that and say it's not a penalty. I've got words for it, but I like my money."
Clarke also said of Kevin Csoboth's winner for Hungary, he also stated: "You're always to get caught when you open up like that.
"We did create some chances. A consequence of being under pressure to win is maybe you snatch a bit at those chances.
"Sometimes you need the footballing gods to be on your side; they weren't on our side tonight. It's a cruel game. We all suffer the same."