The Suns shot 48% from the field, 37% from three, and 100% from the line. You're saying that's a worst-case scenario?
The Suns lost because the Warriors' role players were much better than their Phoenix counterparts, and the Suns were a step slow on the defensive boards all game long. There were a few times down the stretch where the Suns defended well, Curry missed a three, but the Warriors got the rebound. Even one of those can be a killer in a close game; string a few of them together, and you're pretty much guaranteeing a loss.