Magic and his wife, Cookie, were leaving the Staples Center after LeBron and the Lake Show suffered a 113 to 100 loss to the Phoenix Suns ... eliminating L.A. from the playoffs.

It's the first time in Bron's career he's ever been eliminated from the playoffs in the 1st round.

So, what happened??? That's what the photogs asked Magic after Game 6.

"I want you to ask those players what happened," Magic told the snappers

When one pap asked if he was upset over the situation, Magic responded -- "Yeah, I'm mad! I love the Lakers! You know I'm mad."

Part of the issue ... DEVIN BOOKER WAS UNSTOPPABLE.

The 24-year-old dropped 47 points on the Lakers -- helping the Suns build a 29-point lead in the first half!!

When the second half started, the Lakers looked like a defeated squad -- and the Suns rolled to victory.

Another issue for the Lakers ... Anthony Davis.

He was medically cleared to play in Game 6 after tweaking his groin in Game 4 -- but tweaked the injury in the opening minutes and never returned to action.

Now, the Lakers are out ... Magic is upset and LeBron says he's already focused on next year.

"The #1 thing for us is getting AD healthy," Bron said after the game ... "If we get big fella healthy ... that will put us in the best possible chance to be successful next year."