Hook's 14th-minute penalty strike sailed high above the posts and looked to have gone over, but assistant referees Vinny Munro and George Clancy kept their flags down.
Match referee Wayne Barnes did not have jurisdiction to refer it to television match official Matt Goddard for a replay verdict, and South Africa escaped.
"I felt it went over," said Hook, who missed a difficult late penalty chance as South Africa held on to win a pulsating Pool D encounter 17-16.
"But it is not something I am going to debate or dwell on. It is one of those things.
"It wasn't given and we lost by a point, simple as that. It has gone now."
Wales coach Warren Gatland did not make an issue of the first-half incident, adding: "That is the drama of sport. That is why we are all involved in it.
"I thought it was interesting at half-time when we went in the tunnel and we were saying we thought the kick was over, and Frans Steyn (Springboks full-back) said, 'yeah, I thought it was over as well'.
"You take the good with the bad. Good sides take disappointment on the chin and they front up up next week."
Wales skipper Sam Warburton also adopted a philosophical approach, although he confirmed he had asked Barnes about going to the TMO during a break in play a couple of minutes later.
"Even if it (penalty) had been given, it might have changed the mindset of the South Africans, and they could have come back," he said.
"It was in the first half, and there was still 60-odd minutes to go, so you can't blame the game on that. It's hard to say what would have happened."
Hook's late penalty miss was preceded by fly-half Rhys Priestland rifling a drop-goal attempt wide. Either successful three-pointer would have put Wales back in front.
But Warburton added: "It is a hell of a windy place, and I don't blame Rhys or James for nudging those kicks wide. They were real tough kicks.
"It was very windy, very swirling. It must be a kicker's nightmare to play in that stadium."
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