"I don't think we played that badly, although the score isn't going to suggest that," says David, who played in the first half of the 3-1 loss.
"We created chances and didn't score; they created chances and did score.
"The first half was not the worst but it certainly wasn't the best, and it basically lost us the game; at two down there was a mountain to climb.
"Of course it would have been nice to have won, but there were still positives to take out from it, and after the break with the youngsters it was very encouraging.
"Rooney looked like he enjoyed himself, and Jenas and Jeffers also did well.
"It is important games like that went ahead as it proved in the second half with a lot of young players getting the chance - which gives them confidence for the rest of the season with the games coming up.
"If anything it ended on a high with the second half being better and five new caps given."
Unlike many of his England colleagues, David had no FA Cup match at the weekend to think about, and he adds: "I'm not going to say my mind was focused on anything else but other players might have had other interests."
It may have been Liechtenstein's representatives' first visit to Upton Park - unlike Sven and assistant Tord Grip, who have managed to see 14 of West Ham's 27 games in the league this season - but David jokes: "We've given them a false sense of security."
Now David will be hoping some good displays in the run-in will establish himself as the leading contender to take over from David Seaman when the time comes.
He has always maintained his modesty when talking about the possibility of becoming England's number one, but equally insists that statistics alone - his defence has conceded more goals than any other in the Premiership despite him saving 64% of the shots he has faced this season, with an average goal conceded every 47 minutes - do not tell the whole story.
In selecting him for the 'first' team on Wednesday, Sven would appear to agree.