The Spaniard has been in superb form on clay, winning a title in Buenos Aires earlier in the season before triumphing in Barcelona and Madrid ahead of the Rome tournament.
But Alcaraz, who is set to leapfrog Novak Djokovic into top spot in the rankings and take the number one seeding at Roland Garros, struggled against world number 135 Marozsan to suffer only his second defeat on the surface this year.
"I was perfect physically. I just didn't feel comfortable," Alcaraz told reporters. "He made me feel uncomfortable on court. He was aggressive all the time.
"It was tough for me to get into the match, into the rally. I made a lot of mistakes that I usually don't make. Obviously, these days can happen and you have to handle it.
"In the second set I was close, I had my chances but didn't take them. He was at the same level all the time. He deserves the win."
Alcaraz said he was looking forward to some time off ahead of the year's second Grand Slam which starts on May 28.
"I'm going to rest a little bit. I need some days to reset my mind, to be fresh for Roland Garros," Alcaraz said.
"Of course, to practice. That's no secret. If I want to have good results in Paris, if I want to go to Paris in good shape, I have to practice.
"I couldn't practice more than three or four days in a row. I've been playing so much. It's going to be really helpful to have days at home practising and getting ready."
