And at full-time, they were probably just as surprised that they had managed to pocket a losing bonus point from their trip to Coventry.
Because prior to the break, Saints had seemed to have a grip on the game, playing much of the first 40 minutes on the front foot.
They were bossing the breakdown and squeezing penalty after penalty out of Wasps, who had scored the majority of their points from a sucker-punch Zach Kibirige score.
It was a well-worked effort from the hosts, but not one they had merited at the time.
Saints should have had more control on the scoreboard but they couldn’t get into the 22 as much as they would have liked.
And they almost went in behind as Jacob Umaga missed one of his several attempts at goal.
After the break though, the game had a very different feel.
Saints had made two changes at half-time, one of which was definitely enforced as star of the season so far, George Furbank, was taken off due to a knock.
That left Saints in trouble as they had also lost another man who had been so key during the formative stage of the season, Matt Proctor, to injury on 14 minutes.
With a 6:2 split on the bench, scrum-half Frank Lomani had to go on the wing and there were no backs available to bring on during the second half.
The decision to only have two backs on the bench on what was forecast to be a rain-free, sunny day seemed a strange one when the team was announced.
And it came back to bite Saints agonising fashion.
Dan Biggar didn’t seem to be 100 per cent during the second half after taking a knock, but Saints couldn’t replace him as they had run out of firepower.
How they could have done with someone like Tom Collins on the bench to come on so that Lomani didn’t have to play on the wing.
Yes, the Fijian is no stranger to that role as he has played in before for his previous club, but he had a tough introduction here, missing a couple of key tackles.
The fact Alex Moon, the forward wearing the 23 shirt, only came on for the final seven minutes added to the questions as to why there was not another back in the match-day squad.
But there were plenty of other reasons why this wasn’t Saints’ day.
They still had plenty of talent on the pitch but, once again, the team’s overall potential wasn’t realised.
Like the London Irish game eight days earlier, it didn’t feel that disciplinary lessons had been learned.
They gave away so many penalties after the break, with the likes of Alex Waller, who was sent on at half-time for Nick Auterac, and Paul Hill being regularly punished by referee Craig Maxwell-Keys.
Speaking of the man in the middle, he refused to send off Gabriel Oghre for what looked a clear red card tackle on Alex Mitchell.
So many times incidents like the one that saw Oghre make obvious contact with the head of Mitchell have resulted in a dismissal.
Saints had one late last season when David Ribbans was sent off against Exeter.
But for some reason Maxwell-Keys did not dish out the correct punishment on his 100th Premiership game in the charge.
Saints scored with Oghre in the bin but they also suffered.
They continued to ship penalties at an alarming rate, allowing traditional nemesis Jimmy Gopperth to stick the boot in twice with his team down to 14.
Gopperth took the game away from Saints, who very much took it away from themselves.
And though they bagged a losing bonus point, in some ways that only amplified the agony.
Because they showed through James Fish’s try, and when Lewis Ludlam scored Saints' other second-half five-pointer, that they could easily roll Wasps over with dominant lineout drives.
The problem was that they didn’t get in those positions anywhere near enough.
And in the end, this was a winnable game that well and truly got away.
They now get a week off to soul search and right their wrongs.
Players and coaches are on holiday before returning early next week to prepare to host Worcester Warriors and then Leicester Tigers.
They have a very healthy points total to build on: 14 points from four games is not to be sniffed at.
But Saints will need to be far better in the games ahead and stop skating on such thin ice, otherwise they will find that this league table is one they can slip down very easily and very quickly.
How they rated…
Was looking sharp as he tried to carry on his superb start to the season, and the loss of him to a knock at half-time was a big blow for Saints... 6.5
Delivered a few eye-catching moments and was the best of the Saints backs on a day when Wasps largely snuffed out their threat... 6.5
Caused plenty of problems for Wasps but had to come off after just 14 minutes with a hand injury that was a big blow as this man had started the season so well
Had enjoyed a really strong start to the campaign and made nine tackles without missing one here, but couldn't quite dominate as he would have hoped... 6
Wasn't really able to get into the game but did beat a few defenders when he got the chance and also got out of trouble superbly on one occasion... 5.5
Soldiered on after taking a knock that seemed to affect him a little and didn't really have enough possession to work with in the second half... 5.5
Not his easiest game of the season as Dan Robson ran the show for Wasps and Saints found it more and more difficult to get their key men into the game... 5.5
Was perhaps unfortunate to be withdrawn at half-time as he hadn't done much wrong in the first period... 6
Missed a couple of tackles and the lineout didn't always function but the hooker etched his name on the scoresheet and largely delivered a decent showing... 6.5
Found himself on the wrong side of the referee here, conceding four penalties on a difficult afternoon... 4
Not the kind of influential showing we are used to seeing from the lock as he gave away a couple of penalties and couldn't really get a foothold in the game... 5
The lock tried to propel his team forward when he got the chance to get his hands on the ball, but it was not any easy afternoon for Saints... 6
Tried to carry hard for Saints but was often met by ferocious resistance, meaning he couldn't have the impact he normally would... 6
The skipper kept ploughing on for his team, desperately seeking a way back into the game and scoring the try that looked like it would give Saints hope... 7
Delivered the highlight of the day for Saints, charging through and offloading superbly to Sam Matavesi for a score, and he also made a try-saving tackle... 7
Replacements (who played more than 20 minutes)
RORY HUTCHINSON (for Proctor 14)
Wasn't really able to make the impact he would have liked and was fortunate one attempted clearance didn't put Saints in trouble... 5
ALEX WALLER (for Auterac 40)
A far from enjoyable half for the experienced prop as he gave away penalties that proved crucial... 4
FRANK LOMANI (for Furbank 40)
The scrum-half, who did play on the wing occasionally for his former club, was thrown into the action in a wide berth and didn't look comfortable, missing a couple of big tackles... 4
ALEX COLES (for Ratuniyarawa 56)
Didn't do much wrong after coming on but it was not an easy game to come into as Wasps were starting to take control... 5.5
TEIMANA HARRISON (for Augustus 56)
The back row forward is normally able to make a big impact but this was a difficult day for his side and he couldn't quite have his trademark say... 5