Centre-back Liam Scales had by far the most touches of any Celtic player with 121, well ahead of left-back Kieran Tierney (79) and goalkeeper Sam Johnstone (69).
Goalscorer Baur admitted they did not do enough to win and was at a loss when asked what needs to change. "How we played second half, last 30 minutes, we deserved it in the end," Baur said.
When asked if he knew why his team collapsed in such a manner, he responded: "I cannot tell you, sorry.
"It can happen that you get a goal, they can score too, good team - you should then get control back, hold the ball a bit longer to take the momentum away from them. You should break that."
Celtic did not get control back, did not break Celta's momentum and ultimately paid the price.
"I don't think Celtic are good enough, individually and collectively, to take on a team that's eighth in La Liga," former Celtic goalkeeper Pat Bonner said on Sportsound.
"They moved the ball really well and Celtic couldn't get close to them.
"They are not good enough at this level. Celtic are paying big money for some players because the fans are demanding it and then they come in and aren't good enough."
Their next European outing comes on 5 November as they host Besiktas, trying to reverse their continental woes. Whether they can or not is another matter.