It was an outing to forget for hosts England, who were dismantled by nine wickets at Old Trafford.
England struggled to 135-7, a total chased town by Pakistan inside 15 overs with just one wicket lost thanks to Sharjeel Khan (59) and Khalid Latif (59 not out), who shared a 107-run opening stand.
"The game was all about momentum. The way we were going allowed Pakistan to get on top," Bayliss told Sky Sports, having watched his side lose 54-6 during their innings.
"We didn't show urgency with our running. We played like pretty boys at one stage.
"It is a concern if we do lose the last game of a series. We want to win every game. You can coach all you want but it's got to come from within."
Captain Eoin Morgan, who made 14, added: "Probably the last two overs of our innings and the first three of Pakistan's, the conditions really did change. We got it wrong with the toss.
"Pakistan bowled really well and we were about 15 short on the wicket we batted on. On the wicket we bowled on, we would have needed 185."
Pakistan were on song with the ball on Wednesday, stifling England courtesy of Wahab Riaz (3-18), Imad Wasim (2-17) and Hasan Ali (2-24).
"First of all, credit must go to the players, who have responded really well. The bowlers bowled really well and then so did Sharjeel and Khalid," Pakistan captain Sarfraz Ahmed told BBC Sport.
"The crowd was really good. It was like playing a home game."
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