The Blades fans inside Bramall Lane on Saturday will be wondering how David Weir's team lost this fixture.
Even the Preston supporters who made the trip across the Pennines will agree that the Blades were the better team.
However, the visitors extended their unbeaten start to the season thanks to Stuart Beavon's goal midway through the half as United's miserable luck continued.
New boys Hall and King - signed this week - both started in Saturday's home encounter, which also marked Cuvelier's home debut. Boss Weir made three changes in total, Brandy also started after suspension, whilst Westlake, McGinn and Ironside dropped to the bench. Preston included Blades fan Davies in their line-up.
With plenty of attacking-minded players in the starting line-up it was soon evident that Cuvelier was partnering Doyle in central midfield. Brandy, Baxter and Hall were further forward and King leading the frontline.
The Blades made a positive start, which drew encouraging noises from the crowd. McMahon fired over on three minutes and Rudd was called upon to make a save from Baxter's curler after a neat build-up.
United's confident start continued. After referee Graham spotted Huntington's foul on Baxter, a 25-yard free-kick from McMahon needed turning around a post by Rudd, whilst a Hall effort, after cutting in from the right, was deflected over. In addition, Brandy almost connected with a McMahon cross and Cuvelier fired over.
Another McMahon free-kick, this time on 22 minutes, curled just over the angle of crossbar and post, whilst offensive play also won United a couple of corners. Preston's first opportunity, on 32 minutes, was the result of a mistake by Long but he recovered to collect a subsequent chip by Davies.
The Blades hit back and before the interval Hill went close to his first goal for the club - against his former employers - but his first-time effort from the edge of the box was always rising and flew over the crossbar in what turned out to be the last serious chance of the half.
United were applauded from the pitch at the end of the first half due to their endeavours, and the second period began well with a run and shot from Brandy, which rose just over the crossbar.
Collins was the first Blade to be booked, on 56 minutes, for stopping Davies, whilst the home team could not take advantage of two unnecessarily conceded corners by Preston.
United continued to attack. On 64 minutes, a penalty appeal was waved away when Wright blocked Brandy's shot and then, from the subsequent corner, Collins headed wide Baxter's delivery.
However, as the Blades prepared to bring on Taylor, disaster struck. Hill looked to be clipped as he looked to shepherd a ball back but when he finally fell no free-kick was forthcoming and Davies laid off for BEAVON to bide his time before sliding home in front of the Preston fans.
Taylor replaced Hall soon after and was in the thick of the action as the Blades appealed for handball against Keane from Hill's cross but again there was no award.
Westlake replaced in the injured Brandy with little more than ten minutes remaining and United's intensity increased. Late on, Baxter's free-kick was headed over by Collins and four minutes of added time was announced.
McGinn replaced Doyle, who was suffering with cramp but the Blades, despite a late shot from Taylor, were unable to get back on level terms, which their efforts deserved.
Blades: Long, Hall (Taylor 72), Maguire, Hill, Doyle (McGinn 90), Baxter, Collins, Cuvelier, King, Brandy (Westlake 79), McMahon.
Unused: Howard, Coady, McGinty, Ironside.
Preston: Rudd, Keane, Laird, Huntington, Clarke, Wright, Humphrey, Davies, Beavon (Garner 84), Byrom, Hume (Holmes 75).
Unused: Stuckmann, Wroe, Buchanan, Welsh, Mousinho.