The Bees were comfortable 3-1 winners on the day.
Saints captain Stephens said: “Really disappointing to come away with nothing. Mistakes have cost us. And yeah, it's just fine margins with getting the result and it hasn't gone for us today. But that's on us and we need to make sure we're better and really push each other to demand more from each other.
“We've got the players, we've got the style of play, we believe in what we're doing, we've got a good group of lads. It's just the case we need to stick together, really grind it out, and iron out mistakes because when we give ourselves that much to do, it's almost an impossible task."
Stephens also said: “It's a really tough league. It's becoming harder and harder for promoted teams to be competitive, but I think in the three games we've shown that we can be more than competitive.
"It's so frustrating because we have created chances, we have been in games, we felt that on the pitch, I'm sure people have felt that watching, but ultimately you get punished when you don't take your chances and you give away really poor goals at the other end.
“So, definitely a lot of learning to do. we've got two weeks now without a game which is frustrating, but it gives us time to reflect and see where we're going wrong and iron out those mistakes and I'm sure we'll come back stronger after the break.”