The Argentinian star didn't expect to lose the Copa America final
Leo Messi couldn't win the Copa America this time. As Argentina couldn't win the World Cup last year. Something happens with this national team and the finals, where despite having the best player of the world available they are not winning trophies.
Messi was really sad after the final whistle and according to BeIN Sports he could have refused the MVP trophy. In this video we can see how a tournament official removes one of the trophies. Messi may have asked the officials to not give him this distinction.
Messi already won the MVP trophy of the World Cup in 2014 despite losing the final of the tournament. Now he didn't want to happen again.