hi there mate i had the same problem with my game when i first started but now i hardley ever concede goals fromm crosses and it soooooooooooo use to do my head right in so me and my mate platyed games on our own at home and compared tatics players marking and everything and have since we have decided that this is the best way to handle this:
Make sure that ur full backs forward runs are set to rarely and all the other ones under that are also set to rarely,
Cross from deep then they wont be tempted to still run forward to reach the goal line!!! BIG TIP!!
Cross ball is always set to often also and mixed
Defensive mentality is set to 5 up from bottom
Creative Freedom also 5 up from bottom
Passing Direct 3 from top
Closing down is mixed bang in the middle
Tackling is hard to the top.
Hope this helsp mate it has me Cheers