Vonn was relegated to third behind Switzerland's Lara Gut and home hope Victoria Rebensburg in her speciality super-G event despite being a hot favorite, having won Saturday's downhill on the same Kandahar slopes.
"I can't win them all," Vonn admitted after failing in her bid to become the first woman to take the opening four super-Gs of a season.
Vonn, who saw her lead over Gut in the World Cup overall standings cut to 87 points, said the snow conditions had made her adopt a more cautious approach.
"The snow was soft and like spring and I didn't risk everything. I probably could have, but I don't know.
"I feel like I'm older and wiser now and to get to the finish healthy and be in third is still a pretty darn good day and the Broncos game's tonight, so if they can win, it'll make up for my third place," she told the official FIS website.
Vonn's downhill victory has left her just 10 wins short of the all-time record of 86 World Cup victories set by Ingemar Stenmark of Sweden more than 25 years ago.
She has been in commanding form on the circuit in the speed events this season, coming back to her best after missing most of last season, including the Winter Olympics in Sochi, through injury.
Gut, so disappointing in Saturday's downhill in which she finished 14th, rebounded in fine style with a gutsy performance.
"Saturday was a disaster for me from top to bottom," said Gut,
"But today I showed what I can do."
The men's World Cup circuit saw historic firsts in weekend action at the Jeongseon Alpine Center in South Korea, which will host the 2018 Winter Olympics.
Norway's Kjetil Jansurd (NOR) claimed the men's downhill in the first World Cup event to be held at the venue, while Sunday saw a first super-G win on the circuit for Carlo Janka of Switzerland.
The Iceman as he is nicknamed was claiming his 11th career win.
"It was not an easy super-G today," said Janka. "I took some risks and everything worked out." he added.