While you don't seem to immediately lose a piece, it is positionally disastrous.
1. d4 Bb6 (Or 1... Bb4+ 2. c3) 2. d5 Nb8 (where it is undeveloped - other squares doom the Knight).
So White has full control of the centre and Black is severely behind in development. (White has space, time and control of the centre on his side, all the goals of the openings accomplished, with little for Black).
This question illustrates the limits of your approach very well.
There is no clear, immediate material loss, but the position is clearly weaker.
You won't get through these by just going through endless variations. You need to UNDERSTAND what's going on.