"We just kept playing," said Exum, who scored a career-high 22 points on 7-of-8 shooting. "We brought the energy."
They just couldn't quite bring home the victory, though that blame can be pinned elsewhere.
"We was flat," said shooting guard Rodney Hood. "We just didn't have it today."
The Jazz trailed by 19 when Snyder pulled point guard George Hill and All-Star forward Gordon Hayward with nearly nine minutes left in the third quarter. Hood followed a few minutes later.
They would watch most of the second half from the bench while the Jazz's backups — many of whom have suited up for the D-League's Salt Lake City Stars this season — turned a blowout into a close game.
They just couldn't get past Russell Westbrook and company.
Westbrook finished the game with 33 points, 14 assists and 11 rebounds. His 32nd triple-double moved him past Wilt Chamberlain for the second most by an NBA player in one season.
Thunder big men Steven Adams (11 points) and Enes Kanter (16 points) enjoyed themselves against a weakened Jazz frontcourt.
Utah forward Derrick Favors missed his second game in a row with soreness in his knee and center Rudy Gobert was a late scratch because of soreness in his right leg. Gobert is expected to undergo a precautionary MRI on Sunday and hopes to be ready for the Jazz's game Monday against the Clippers.
Jazz forward Trey Lyles scored 10 points in what was his best showing in weeks. Little-used rookie Joel Bolomboy scored eight points. Shooting guard Alec Burks had 21 points and seven rebounds, as he continued to work himself back into form after a series of injuries over the past two seasons.
The Jazz's bench unit cut the Thunder's lead to six with a minute to go, before Westbrook iced the game with free throws and an emphatic slam dunk.
Moral victories won't help the Jazz in the standings as they continue to fight for home-court advantage in the playoffs.
But, perhaps, the performances Utah got from the end of the bench could be of benefit somewhere down the road.
"It's been tough for some of those guys. Minutes haven't been there consistently," forward Joe Ingles said. "All those guys came in and contributed, so hopefully down the stretch that gives them some confidence."