Saints saw Cameron Archer's penalty saved at 0-0, before United eventually won 3-0 in Saturday's early kickoff.
Martin later said, "I don't think we just started really well, I thought we played really well for 30-odd minutes. We were the team that looked most likely to score.
"I loved the performance, the aggression, the intensity in it. Some of the football we played was great. We didn't make the most of it and then we missed a penalty.
"It completely changed the energy of the game. We didn't respond well enough to that and in that moment United took some control and capitalised.
"We conceded two terrible goals from set plays. It's the only thing I'm really angry about today. The lads are trying so hard. They're giving everything they've got.
"There's some brilliant moments that need to come to more. I think if the moments we have in their box in the first half, if we have their players, I'm pretty sure it's a goal.
"It's a different game (after the penalty). You get to half-time and we can maybe re-energise the players a bit. In the second half, both teams were wrestling.
"They had some good moments. They've got some top players. We had a lot of guys at the top end of the pitch that were tired."