England took out the series 2-1 with a 20-16 victory in the decider at Wigan’s DW Stadium.
The home team won the first Test in Hull but the Kiwis squared it up with a 9-2 victory in the second Test in London.
Nightingale feels that there was little difference between the two teams in every match.
“There wasn’t much in it, there wasn’t much in the tournament but it’s a credit to England to how strong they are in the moment,” he said.
“It’s disappointing for ourselves that weren’t able to kick away in any of those games.
“We put ourselves in the position a number of times but just couldn’t finish it.
“[But] it was definitely a great experience for us as a nation and as a squad.”
Nightingale declined to blame the wet conditions for the Kiwis’ loss on Saturday.
“In New Zealand it’s not always sunny,” the winger said.
“We can’t blame the conditions, you’d rather play on a cold day than a hot that’s for sure.”
The winger was involved in two important moments during the third Test, scoring a spectacular diving try in the first half and then setting up Roger Tuivasa-Sheck with an audacious flick pass in the second half that more reminiscent of Benji Marshall.
Nightingale explained that he didn’t mean to jump so early for his try, and described the passage of play that led to Tuivasa-Sheck’s as “torture”.
“I got borked by the ball and it got laid on me,” he explained.
“I knew I wouldn’t have a free run to the line, and when I know I don’t have a free run to the line I try and make sure the ball gets down over the line.
“[With the second one] if I had got a clean catch I could have walked it in and put it down.
“But I was just bobbling it, bobbling it and by the time I finally gained control there was two people about to hammer me.
“I knew Roger was inside, I knew the ball would travel past him so I don’t know if you can quite call it Benji Marshall.
“There was a bit of luck in that, not something I practice that’s for sure.”
A number of New Zealand’s players made their debut in this series, including playmakers Kodi Nikorima and Tui Lolohea.
Nightingale believes they and the Kiwi national team will be better for the experience in the years to come.
“The bigger player pool you’ve got the more your player pool is tested, the more you learn about your country,” the St George Illawarra flyer said.
“And we did fall short a little bit at times, but the people who were introduced to this squad did a great job.
“The more people we have involved in the squad the better and it’s only going to hold us in better stead for the future.
“The people that debuted on this tour – Tui, Kodi – those sort of guys are really going to benefit us going forward in the fact that they’ve got experience in this tour and I’m sure they’ll be looking forward to pressing for Anzac and Four Nations next year.”