The Mexican seemed to have done enough to be crowned the new WBO lightweight champion after 12 rounds in Glasgow, but the three ringside judges scored a draw.
"I did everything I had to do to win the fight," he told Sky Sports News.
When asked of a reason why the judges did not score him the winner, he replied: "Politics. That's always the way it is in boxing, it's a business. I think it's disrespectful to the fighter, but number one to the fans.
"If I get beat I get beat, it's just so frustrating. I get robbed every time, right and left. It's just so frustrating. So much hard work and sacrifice, we put our life on the line.
"It's not even Ricky's fault. It's business. To me, I'm world champion. In the peoples' eyes, I'm the true world champion. That belt is mine."
The 32-year-old has called for a rematch in the USA, although Burns is due to face mandatory challenger Terence Crawford.