The Bees looked to be hanging on for a draw that would have boosted their hopes of avoiding relegation. But six minutes into time added on, largely to make up for time spent repairing one of the goals, Michael Raynes headed in a dramatic late winner that left the Bees sitting just three points above the drop zone.
Former Dutch international midfielder Davids said: "Oxford didn't create that much overall and I think a draw would have been a fair result.
"You have to be switched on and be sharp and take responsibility, right to the end.
"It's all about the detail and that's the difference between boys and men. If you give away a goal like that you have a problem.
"We have a young team, and if you have a young team, it's like a box of chocolates - you never know what you're going to get.
"One week it's magnificent, a couple of days later it's a lot less. But I can't really be mad at them because they're young.
"I think Oxford have one of the best players in the league in Jake Wright, and it was pleasing that we matched them.
"They play good football and, in many ways, they are our benchmark for where we want to get to. I'm surprised they are so low in the standings because they have some good players."