Sam Morsy struck in injury-time to cancel out Saints' fifth minute opener via Tyler Dibling.
McKenna later said: "It's a great moment for us, we have built and developed into a team that always has belief and never gives up and can score late goals.
"To have that experience today and to get a late equaliser in the manner we did, close to the away fans is a fantastic moment for our fans and group to go through.
"It always gives you fresh confidence in the group that the game is not done and we're a team that's capable of scoring late goals and that's important over a season.
"I thought it was a pretty hard-fought game. We started better but we just got opened up by a moment of real quality and a great pass from Lallana followed by a great touch.
"It's steps in the right direction. We need that first win but we've had two tough away games and it is three games in a row where we have got something out of them."