Pretty much what Overheat said for the most part. I think you didn't like having to block against Bang and ended up getting caught mashing a lot. Particularly when you were being hit while standing and the Bang dropped the combo, you were mashing and got caught, which lead you to losing a lot of unnecessary life.
I'd recommend going into training mode and practicing various Bang blockstrings and getting a feel for when he has to reset them and aiming to escape during those gaps. If you were more confident in blocking Bang, you would probably would do better in neutral as well.