It was like this all series.
In the big moments at the end of games, Dallas would make the play. The Thunder would not be able to execute. Nothing summed that up better than one play late in Game 5. The play had good defense by Dallas, questionable decision making by the Thunder and eventually a game-sealing dunk by Shawn Marion.
Watch for yourself. In a year or two, the Thunder are going to know how to close out games, but that time is not yet.