Had they beaten Lightning both home and away, Bees would have drawn level with the Buckinghamshire side in the English Premier Ice Hockey League.
But instead they fell eight points behind fourth-placed Lightning after crashing to an 8-2 defeat at MK on Saturday and then losing 4-2 at The Hive.
Although a couple of key refereeing calls played a part in the loss on Sunday, Cox admitted they were not to blame for the final result.
"We can't keep blaming the referee, we just weren't good enough," he told the News. "We conceded 12 goals in two games and that is not something we have been doing all season and not something we want to be doing.
"The most frustrating thing for coaches is that if we got two wins we would have been level on points with them, but we didn't manage to play as we wanted. The losses have put even more pressure on us to get results in the next month from some massive games."
After travelling to Guildford Flames this Saturday (6pm f/o), Bees' following five games are against basement boys Telford Tigers, twice, and eighth-placed Peterborough Phantoms.
Although bottom of the division by some margin, Tigers have improved as of late and Cox knows his team cannot afford to be below their best.
"Telford have got some big points lately against Basingstoke, Slough and Swindon. They are up to full strength with a full allocation of imports, so it won't be easy at all," he said.
"We have to be at our best otherwise we will get beaten again, we know that. Against Guildford we need to shut them down and make sure we take our chances."