The penalty was successfully kicked by Owen Farrell, but from the resulting start South Africa played out the game and the score remained 16-15 to the Springboks.
Questions will again be asked about the decision making on the field. Last week there was criticism after England decided to kick for touch and territory rather than take three points against Australia.
Robshaw told Sky Sports 1: "I thought we could take the three points, get down field for a drop goal. But unfortunately it was not to be."
Robshaw said the decision was not influenced by last week, adding: "You have to take every game as it comes. We thought we might get a chance for another three but it didn't happen."
England coach Stuart Lancaster did not immediately back his captain's decision in the post-match television interview and side-stepped the issue.
"I think we need to review all our decisions," he said. "I am not going to comment on individual decisions."
Lancaster said he wanted to focus on the positives.
"We pushed them to the line and we should have got over the line but we couldn't," he added.
South Africa captain Jean de Villiers said: "We wanted three wins so we are pretty happy tonight. Earlier in the year we probably would have lost this game."
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