Football is a passing game, one that is most effectively played in simplicity. More often than not, the most correct passing decision is the simplest one. Last season, Benfica reached glory through, among other things, a quick and mostly simple passing game.
A playmaker's role is to dictate the tempo of play and identify passing lanes. He organizes the team's offensive movement. In a counter attacking situation, the ball will more quickly reach the opposition's box through passing, not dribbling, especially if you don't have the luxury of counting on a Messi or Cristiano Ronaldo on your squad.
Carlos Martins was Benfica's playmaker in the game against Lyon with Aimar playing along the right side of the midfield. After Michel Bastos' shot hit the post, the ball landed right at Carlos Martins' feet in a privileged situation for a counter attack. Instead, the play ended up in Lyon's first goal, one which Benfica never recovered from.
Benfica is attacking left to right and this is the precise moment when Carlos Martins picks up the loose ball. It's all downhill from here, and for no reason other than being affected by Lyon's shot hitting the post and not emphasizing a quick passing game.
By the time he turns around, Martins has at least 5 clear options that are much better than holding on to the ball. By keeping the ball, Benfica's playmaker doesn't take advantage of all the passing lanes he has at his disposal and allows the defensive side to organize itself and eventually close down on him. He could have easily dumped the ball off to Aimar on his right or Fabio Coentrao on his left. He could have passed the ball back to Javi Garcia in order to permit Benfica's block to advance up the field in an organized fashion, since the defensive line is pushed back into their own box. He could have even tried a pass to Gaitan up the left flank to initiate a fast break, though this fourth option would be somewhat risky seeing as how a Lyon player is in the vicinity of this passing lane. As a last option, Martins could have even booted the ball upfield.
He takes none of those options, most of them low-risk passes. Inevitably, Lyon's midfield begins closing down on the ball carrier who is forced to retreat. Even as Carlos Martins backs up, he still has 3 simple and wide open passing options at his disposal that would relieve the pressure put on him. If you saw the game or the highlights, you know what happened next. He loses the ball to the Lyon player closest to him and the French side score their first goal within 3 quick passes.