Translation:We have lost
-funga is (in this context) "score", and -shinda is "overcome/win/be better than". With the -wa ending, they are instead "turned against you", so in my understanding -fungwa means "be scored against" and -shinda would be "to be overcome/beaten". In other words, it seems to me they could be used in the same meaning when speaking of the overall outcome of the game, but that they are slightly different.
So does this sentence really say that the opposite team has scored a goal ("we have let a goal in"), not that they have won the entire match ("we have lost")?
Does the distinction between "We have lost" and "We lost" really map one-to-one into Swahili? "We have lost" sounds like something I'd say if the opposing team just scored another goal, putting the game out of reasonable reach, but there would still be time on the clock. If the game's actually over (which I assume would be the usual context for the Swahili sentence), I'd say "We lost."