The best we can say about the soul-crushing defeats for the Royals in back-to-back games is that at least there was a scheduled off-day in between to soften the blow.

Nevertheless, when Yasmani Grandal connected on an Ian Kennedy fastball for a leadoff, walk-off homer that sent the Royals to a 6-5 loss to the White Sox on Friday night, it was a bitter ending, coming as it did after three comebacks against the South Siders and a mere 48 hours after the Royals squandered a three-run lead with two outs in the ninth in St. Louis.

• Box score

On Jackie Robinson Day, the Royals’ first deficit was erased by a Whit Merrifield homer in the third inning. The second was erased by a Jorge Soler homer in the seventh. And the third was erased by … well, it’s complicated (and we’ll explain shortly). But there was no coming back from Grandal’s blast.

“The hardest part was we fought so hard to come back every time in that game, multiple times,” Kennedy said. “To get walked off like that is one of the worst feelings as a reliever.”

Two realities about this Kansas City club shone through in this loss.

The first is that the Royals make things much more difficult on themselves with their situational-hitting deficiencies. They had runners at first and third with no outs in the second but didn’t get a run home. They loaded the bases with none out after Merrifield’s leadoff homer in the third and again came up empty.

Many twists and turns would follow, but those were the moments still sticking in manager Mike Matheny's craw afterward.

“For our team to take that next step, we have to be relentless in those situations,” Matheny said. “We can’t let teams off the hook as often as we have.”

The other glaring issue with the Royals is that they don’t get much depth from their starting staff, and that’s put a lot of pressure on what has been -- these last two results aside -- a very good ‘pen. In this game, it was a bit less of an issue, because left-hander Danny Duffy, after taking an extra two days to rest a fatigued forearm, managed to pitch into the sixth -- something a Royals starter had done just five previous times this season.

But because he gave up homers to Luis Robert in the second and Eloy Jiménez in the fifth and ran up his pitch count, Duffy wished he could have done more.

“With the stuff I had tonight,” Duffy said, “I should have gone way deeper into that game.”

Matheny has had to manage aggressively with his best bullpen arms in this shortened season. Friday’s game, in which Scott Barlow surrendered an RBI single to Yoán Moncada in the eighth to put the Sox up 5-4, marked the first of 17 straight before the Royals get another off-day, so the bullpen has plenty of innings ahead.

In any event, the Royals did keep fighting in this one, scoring in traditional (a scorching 104.1-mph Soler homer to the opposite field off reliever Matt Foster that tied it up at 4 in the seventh) and non-traditional (a circus play in the top of the ninth) ways.

Here's what happened in the ninth. With pinch-runner Bubba Starling at first after a one-out walk by Ryan O’Hearn, Maikel Franco singled to left and was overeager rounding first. He got caught in a rundown but was able to evade first baseman José Abreu’s tag attempt near the second-base bag.

Abreu then threw home to ensure Starling did not attempt to score. But Grandal, at catcher, was looking elsewhere. The ball skipped by him, allowing Starling to score the tying run to make it 5-5.

“We got lucky,” Matheny said of that play.

The luck quickly ran out when Kennedy was unable to locate a 2-1 offering to Grandal. But while the bullpen was tagged with the loss for the second straight game, the other, aforementioned factors clearly loomed large, too.

“The bullpen has been doing an amazing job for us,” Franco said. “It’s baseball. It’s part of the game. We’re going to have tough losses. But we have to keep fighting all the way down.”