Despite holding out until the hour mark, three goals in the space of 25 minutes, including a double from Raul Jimenez handed the Hammers a third defeat in their last four fixtures in all competitions.
After crashing out of the FA Cup to Wimbledon at the weekend, the London outfit conceded a seventh goal in just two games - leaving the Chilean to lament West Ham's defensive fragilities.
"But in the second half, we were a team that was uprooted out of the game. We conceded two goals from set pieces and we conceded three goals. They had other clear chances so really it’s difficult to understand why we are playing in this way.
"Maybe sometimes you can be a not very creative team, but you defend well, but we defended very badly also. We conceded two goals from set pieces, which decided the game."
At the other end, the Iron failed muster a single shot on target on Marko Arnautovic's return from a whirlwind transfer window, that ended in the forward signing a contract extension. The Austrian was forced off injured late on, adding to the growing list of absentees at the club.
However, with a quick turnaround in fixtures, that starts with Liverpool a week on Monday, Pellegrini called on an immediate improvement to return to winning ways - amid problems on and off the field.
He added: "There are a lot of reasons we must consider and we must study. We must know why we have been playing so bad in the last two weeks, after we beat Arsenal.
"Maybe it’s too many games with the same players. We have so many players injured, so it’s difficult to find solutions. But we must concentrate if we are to improve."