Bielsa said he had spoken with Uruguay's sporting director Jorge Giordano and federation president Ignacio Alonso at length about the defeat, which came against a weakened USA side in Tampa, Florida, on Tuesday.
"My inclination to hold a press conference after losing 5-1 to the United States stemmed from the need to explain, especially after a defeat like that, which always generates concern," the Argentine told reporters.
"Losing 5-1 is certainly not something that can be ignored. There's a term for it that's meant to be private, but one feels ashamed when results like this occur."
The former Leeds United manager added that he retained the backing of the federation as they prepare for the World Cup in North America.
"From the conversation - I spoke for many hours with the president and with Jorge - the conclusion is that the project will continue exactly as planned until the World Cup," he said.
"That's the summary and final conclusion of the conversation with the president. Therefore, I'm passing on that information; that's how the conversation ended."
Uruguay, twice winners of the World Cup, qualified for the 2026 edition in September after finishing fourth in South American qualifying.
The World Cup will be held from June 11th to July 19th in Canada, Mexico and the United States.