They were set up to, and worked very hard to retain possession. That's how LVG likes to play. They weren't at all fragile, they worked for each other to win the ball back whenever they lost it. They outplayed us, because every one of their players is a lot better than their opposite number.
To 'go at them' would have meant we had to get numbers in their half and in around their box. We struggled to do that because we couldn't retain possession long enough to get forward and lacked the pace and guile to hit them on the break.
If we'd had committed men forward more quickly chasing lost causes or before we'd got proper control of the ball we'd have been robbed of it and hit on the break ourselves, leaving Edgar and Collins against Rooney and Martial. Which would have probably lead to us conceding.
It's possible that had we pressed them high we could have rattled them and put them under pressure but it's far more likely we'd have been stuffed and been left with a defence bereft of confidence.