Alonso gave the Blues the lead, before the hosts fought back to take a 2-1 lead.
It was the Spaniard who scored again for Lampard’s men with five minutes left, as they avoided defeat at the Vitality Stadium.
“We should win, we had many chances. We had a bad 10-minute spell where they scored and that I don’t like. I’m pleased with the character to get a draw but we should win the game.
“Against Bayern we conceded twice in a short space of time, it’s not the first time. Could it be a lack of concentration? Possibly from the players.
“People talk about the defence but if you are 1-0 up and leave teams in the game then one set piece can change the game. We should score more goals and then we don’t have that problem.
“We expected a fight and they gave us a difficult game but we should win the game, we had a lot of possession and chances.
“The character of the team was great, it wasn’t for the want of trying but we need more goals.
“Marcos Alonso has had a big week but I don’t want my left-back top of the scoring charts. I want our attackers scoring goals and they haven’t.
“We wanted to win, we should have won but it’s a difficult league. It’s that cut throat part of the season. If we keep having games like this and we are not clinical it’s tough.
“The way the season has panned out, we should be pleased that we are fourth but it means nothing at this stage. If we manage to get in the top four the achievement is huge but we are a long way from that yet,” Lampard told reporters after the game.
