Set up a Block
When the ball is lost it is important to get a defensive shape established.
However this takes a few seconds to organize and a team is very vulnerable to a counter attack in this window.
So it is very important that the players nearest the ball, press the opposition / ball aggressively in the first 3 seconds after the ball is lost
to ensure the opposition cant play forward quickly.
A press will force the opposition to find easier, safer, less dangerous passes and while this is done you can get organized defensively.
So an immediate press isn't necessarily about winning the ball (although if this happens then it's a huge bonus),
It is also often about damage limitation and about buying time to get organized
Part of getting organized is about forming a defensive block.
The links below look at 3 common types of defensive block.