The Belarusian handled the blustery conditions to win the opening set, forged a commanding lead in the second and was two points away from victory when the contest began to turn, and Shnaider won the last 10 games to prevail 3-6, 7-5, 6-0.
Sabalenka said she had no thoughts, felt no emotions and wanted to "quit tennis right now" in the aftermath of the defeat as the four-times Grand Slam champion hoped to get back on track mentally in the next few weeks.
"I feel like I had very decent opportunities in the second set," Sabalenka told reporters.
"I screwed up, and then she stepped in and she played great. I feel like mentally I couldn't really recover after second set. That really was the biggest mistake.
"I don't know the last time I lost 10 games in a row ... I guess mentally I got into very deep, dark hole over there, and I just couldn't get back mentally on track."
Sabalenka was puzzled by the decision to keep the roof of Court Philippe Chatrier open as the wind caused issues for both players, sweeping the red dirt into their face at times, and affecting their ability to control their shots throughout.
"I don't know why would they keep the roof open when it was crazy windy," last year's runner-up Sabalenka added.
"But how can I complain if almost for the whole match everything was working okay for me, but then it just slipped away. I feel like it was getting crazy maybe just because mentally I wasn't really okay.
"Even though I was winning, it was dirty tennis. I don't know how people could actually just sit there and watch me play. Then at some point she stepped in, and she played unbelievable in those conditions."
All of Sabalenka's Grand Slam wins have come on hardcourts, and she said she needed to crack the code on clay and grass.
"I really feel great on clay. I feel great on grass. I don't know, maybe I'm focusing too much that I've never won a slam on each surface, and maybe it's making me overthink stuff, making me over-emotional in some moments.
"This is something that I have to step back and try to find a solution for, because I'm just so tired losing matches not in the best way, just because I was over-emotional."
Sabalenka said she would look for a way through the setback, insisting that the experience would only make her stronger.
"I figured how I can overcome it," she added with a smile.
"You know those rooms where you just go in and you smash everything? I'll probably spend the whole day there tomorrow destroying stuff. Maybe it'll help, maybe not."