Well obviously some of the players are just not up to snuff.
That said, one thing that happens in a coaching change is the new gaffer lays out his new priorities. This causes a bit of hesitation as old habits have to be discarded, and new habits learned (and let's be honest a few of our players are not really suited for this system). Throw in all the new players and they each have to learn individual habits as well as the system. But some of the players already played for ETH at Ajax. And that was Ajax, this is United, and that in and of itself still makes it different.
So new Manager, new players, old players, some players ill suited to the system, some players lacking the bottle for such big games... It takes time.
For example City had one major player to learn the system this year, Haaland. Difference at City is the coaching staff and the whole team are there to point him in the right direction and integrated that one major part faster. I loathe City but that doesn't change the fact they are a well oiled machine with Silva, De Bryune, Foden, etc having played under Pep and with each other for a few years now. Even Grealish is looking more comfortable now. Time...
But remember, City paid out almost 500 million pound first two summer windows to set Pep up. So time and money are the factors. It will always take a bit of time. We will see how much money we put in to potentially speed that up.