Osasuna won 1-0 via Ruben Garcia Santos' effort.
Afterwards, Arrasate said: "We lacked depth and to surround Muriqi better. We did not interpret the space well and the coach is partly to blame. The rival has his merit. They played a great game. We were uncomfortable. We have to learn quickly. We have played two games with two different contexts and we have to adapt to the game.
"Osasuna played a good game and we were uncomfortable. The goal tipped the balance. We brought people in to have more presence in the area and they defended well. We have to improve."
On what it has meant to return to Osasuna, he said: "It has been very special. I have received and given a lot of love. I don't have to remember the six years because I have them very much in mind. Personally I am delighted and professionally I am displeased. We must leave behind, refresh and give the same version as last week because this way we will be closer to getting a good result."