Obviously a win would have been better, but I think they can still take something from the match. "We took DX to the limit..." and so forth.
I think what happened was better than if Legecy had won by interference/cheating etc.
Exactly, you can lose clean but if its damn close it can help you no end.
See
Edge vs.
John Morrison as a prime example of making someone look like a star in defeat.
Also the whole, well it was predictable, so was
HBK vs
Taker but HBK was hardly squashed

And you say clean like its a dirty word...
WWE have made mistakes and squashed guys,
Cena killed
Miz,
Triple H killed
MVP and
most of the time they have killed
The Legacy, but this is one time they did a good job, and heck the feud doesn't appear to be over yet anyway...