Being down 9-3 is different than 7-5.
"Hopefully many of you will play Laver Cup many times but it was an incredible weekend. I've been losing a lot of tight matches but I'm finally getting over it and I'm happy".
"I feel very lucky", said Nadal.
Nadal said: "I am sad, of course. I can't wait to get back there for the Laver Cup, it's sure to be another memorable chapter in this event's remarkable evolution".
"It's very special, especially playing in front of those guys and them trusting me to play the last singles game".
They have won all three editions of the Laver Cup since it was conceived in 2017 - Zverev has factored into each of those victories.
Europe seeks a third consecutive victory in the Laver Cup.
In the final set, Zverev pulled ahead for a dominating 10-4 win over the 28-year-old to seal the deal for Team Europe.
The twice-Wimbledon champion is starting a run of four consecutive tournaments, and was cautioning against people getting carried away with the idea that he may soon be challenging again for Grand Slam titles.
Roger Federer, who won his first match alongside Alexander Zverev in Friday's doubles tie, beat Australian Kyrgios 6-7 (5/7), 7-5, 10-7 to the delight of his 17 000-strong home crowd. "I'm the kind of person that really doesn't want to let my team down". I played an unbelievable tie-break. I was just trying to stay focused.
"That, you know, this is how I could turn my season around, and this is how I can get my confidence back", he said.
The Bjorn Borg-led holders had seen Team World draw level with a singles victory for John Isner over Zverev.
A pumped-up Kyrgios and Sock teamed up to overcome Nadal and Stefanos Tsitsipas 6-4 3-6 10-6, to secure two crucial points and leave the overall score at 7-5 in favour of the Europeans.
Some of the best men's tennis players in the world are coming to Boston next year.
With three points for each rubber won on Sunday, McEnroe's team made a great start with Jack Sock and Isner beating Federer and Tsitsipas on the charcoal-coloured court.
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