Lyon and captain Cal Wilkie spoke this week of the frustration at Moorabbin as they come out of their mid-season bye.
The Saints are 13th with a 6-9 record, one-and-a-half games outside 10th and a wildcard berth under the league's new finals format.
Setting aside their goal-less first half against Hawthorn, Lyon is right when he argues his team has improved this season. But they are yet to beat a team above them on the ladder.
He noted in their most recent game against the Western Bulldogs, they dominated inside 50s from midway through the third term.
"We had enough territory, possession and opportunity, and we just weren't good enough to take it," he said.
"We're frustrated - 6-9 is not where we want to be.
"In saying that, we know on a deeper dive - if you get outside the obvious - that there has been a lot of competitive footy."
And now they play the lowly Bombers on Sunday at Marvel Stadium. They are yet to win under interim coach Dean Solomon, but Lyon is wary - especially given co-captain Jack Sinclair is gone for the season and big-name Tom De Koning is also out of the side with broken ribs.
"Essendon have improved 20 points a week defensively since the (coaching) handover and they have a few back," Lyon said.
"It's going to be a challenge without a couple of ours. But we have real opportunity - it would be remiss of us if we dropped away in any form from here."
Young gun Mattaes Phillipous is a key addition for the Saints after he was dropped to the VFL so he could regain his midfield form.
"He needed a circuit breaker. We have full faith in him," Lyon said.
"He obviously had the Sydney game (in round 14) - he didn't like, we didn't like, but it wasn't through lack of trying.
"So let's get him back to where he had a couple of BOGs (best on grounds), when we signed him two years ago."
10°C