McGloin threw a costly interception on his first drive back, then Oakland had a punt blocked for a touchdown on its ensuing possession.
Pryor had already left the locker room when reporters were allowed in after the game, and he avoided interview requests earlier this week before talking for nearly 10 minutes in front of his locker.
The 24-year-old said he regrets trying to play through the knee injury, which he suffered a week prior to the Giants game.
He also said he made a mistake in blaming his performance against New York on the injured knee.
The knee is healed now and has been for about two weeks, according to Pryor. Still, he spends the majority of his Sundays on the sideline while McGloin runs the offense.
"I don't call it lost a job," Pryor said. "I got hurt, he came in a played well. I don't call it (losing) my job. But, you know, did he end up playing well and he's helping the team? However you want to call it."
Pryor brushed off suggestions that the move is a career setback. If anything, the former Ohio State quarterback hopes to use it as motivation. Asked if he felt like he needed to keep proving himself to the Raiders after they brought in Matt Flynn to be the starter in the offseason then handed the job to McGloin, Pryor wasn't as clear with his response.
"You know, I'm just gonna keep getting better and that's all I can control," he said. "You guys can definitely write for me what you want and what you guys think. I believe if you're one of the greatest quarterbacks in the NFL you gotta prove yourself every day. You just gotta work your butt off and control what you can control."
Allen declined to say when or if the Raiders might use Pryor again. A week ago, he said he wanted to see more of the young quarterback, who was a third-round pick in the 2011 supplemental draft — the final draft selection made by late owner Al Davis.
Both quarterbacks have had limited success this season, raising questions whether the Raiders might look to free agency or the 2014 draft for help.