I never really thought so.
I thought the Rams had them after Proehl scored to effectively tie the game. Leonard Little came within a step of a potential strip-sack of Tom Brady on the Patriots' winning drive; had he been able to make that play, the Rams probably would have won.
The Patriots defense forced 3 turnovers in the game, two of which directly led to scores. The Rams defense got 0 turnovers.
It's tough to win against any team in the NFL with a -3 turnover margin.
I always thought that was the reason that the Rams lost XXXIV.