With less than 10 minutes left to play, the Dutchman, 39, broke into the box and steered an effort past Shrimpers stopper Paul Smith, although Dani Lopez claimed it was he who touched it last.
"To be honest I don't know," said Davids. "I went 100 per cent, I had to clip the ball and then had to watch where I was going near the stands so I don't know what happened there.
"I have mixed feelings with our performance. We didn't have the right speed of playing in the first 15 minutes. It's difficult for us when another team presses our system.
"Some players in certain situations didn't make the right decisions and I think that was the problem.
"We are pleased with another clean sheet, that is the basis of football. You start from there.
"Confidence is high in the squad but now we have to look to play better in certain situations and some players have to make better decisions in certain situations when in possession of the ball.
"Certain things we didn't execute right and you have to be aware of that and not only look at the three points but look further and start developing better."