Boro broke with Palace defender Danny Butterfield outnumbered four to one.
But Leroy Lita inexplicably opted not to square the ball as his three unmarked team-mates pleaded for a pass and, having been forced wide by Butterfield, shot harmlessly across goal.
Gordon Strachan: "That was a bit surreal. I just thought 'what's going on'?
"When you have chances like that and you don't take them you have a problem, luck has nothing to do with it.
"It's frustrating, just like last week against Plymouth when our best player, Adam Johnson, missed a penalty.
"It's frustrating for me, it's frustrating for the players who work so hard and it's frustrating for the fans."
