Austin hurt Skoglund again in the fifth with another two-run home run, again on a four-seam fastball, this one on an 0-2 pitch.
"Second home run, I missed, it was supposed to be up," Skoglund said. "That's a pretty good lineup. I don't want to give them too much credit. I think I just have to keep learning and I think I'll be all right. I know I'll be all right."
Royals manager Ned Yost said he continues to view Skoglund's starts as learning experiences.
"I think it's all good experiences," Yost said. "I think that the positives that he can look back on and say 'OK, I need to continue that,' and then the negatives, 'OK, I need to make adjustments here.' And a lot of it, again, is just command. A lot of it is aggressiveness. A lot of it is staying on the attack, and pitching aggressively in, and then moving back out.
"He did a great job in the first three innings with their big hitters. He did a really, really good job of keeping them off-balance. He was buzzing the ball in on them, and then started to lose command a little bit in the fourth and the fifth."
Jon Jay spoiled the shutout bid with an RBI single in the eighth.
SOUND SMART Gray came into Sunday's game having not induced a double play all season. That ended when Salvador Perez grounded into his team-leading eighth in the seventh. The Royals lead the Major Leagues in hitting into double plays with 49.
YOU GOTTA SEE THIS The Royals came within an eyelash of turning an around-the-horn triple play in the second inning. Austin was hit by a pitch from Skoglund leading off and Miguel Andujar singled. Austin Romine then hit a hard grounder to third baseman Mike Moustakas, who took a few steps back after fielding it and stepped on the bag. Moustakas fired to second baseman Whit Merrifield for the double play, and Merrifield's throw to first just missed getting Romine.
"I thought we had a chance," Yost said. "I wanted to see that. I've never managed a triple play before."
UP NEXT Right-hander Ian Kennedy (1-4, 4.98 ERA) will take the mound at 7:15 p.m. CT on Monday as the Royals take on the Cardinals in the I-70 Series opener at Busch Stadium. Righty Miles Mikolas (5-0, 2.63) will start for St. Louis. Kennedy is winless over his previous seven starts and has a 6.43 ERA over that span.