Short answer: Your pieces didn't work together very well.
Long answer: Now I'm no expert, but after 21.gxf6, look at your army. You have the material advantage, but you're only using a queen. (Bishop is doing nothing as neither are the rooks.) and against an active rook, two bishops, and a knight, that's a disadvantage. So therefore your next logical move before you consider attacking should be to develop another piece right?
Instead you pushed the pawn for an (albeit weak) attack on the bishop. That gave your opponent the chance to attack, and they did, isolating pieces and taking them until move 28 where you had no more except for your queen and rooks. From there it was easy trade.
Again, I barely know what I'm talking about, and mostly based this off rules of thumb.
The problem was you got too comfortable after delivering what you thought of as a knockout blow. You were winning after you trapped the queen, but it's a complicated position that you did not simplify in the correct manner. You also sort of curled up into a ball trying to be defensive and consolidate your winnings when it was not the time to do so rather to go on an offensive campaign.
Yes, you had to attack with the queen and get your pieces out. You let your opponent coordinate the rooks, and then it gets difficult.
I would have left the cage with your king and rook to defend, put the queen to h4 (move 30 or 32) and attack his very loose pawn, as he cannot move the knight without a rook exchange that should favour you.
Anyway, remember it was queen for 2 pieces, not free! You do not have the advantage you think you have
I start commenting after you won his Queen. 23 Rd1 is a mistake as your other Rook gets trapped. I would have played 23 Qh4 attacking pawn f6 and linking your Rooks. 24 Rf2 with what purpose? If he takes your Rook on f1 or on f2 what good is in it for you? I would still play 24 Qh4 attacking f6 and lose the exchange on f1. After 24 Rf2 your Queen gets in trouble as the Rook blocks the exit of your Queen. 31 Qg1 is very passive for your most powerful piece. Again 31 Qh4 is still winning. If he goes 31...Nxg2 you have 32 Qg4+. 33 Re2 is the final mistake: 33 Qh4 is still winning.