I notice this the most when I don't change tactics/formation/ATT&DEF levels, etc. It happens, your opponent pushes up more, throws men forward, has more shots on goal and attacks in general, but it happens in real football as well.

Just because I'm having a shot with Neymar or Messi or whoever doesn't mean I'm entitled to a goal, just as DeGea isn't entitled to save a shot just because he has better stats than a striker... that's football.

I think maybe it's more noticeable during online play where from what I see when watching people don't pause the game as much or have multiple tactics and formations set-up to switch to? Plus, online is always going to be a different experience to the offline game.