I agree not enjoyable but to be fair Southgate understands what winning tournament football is all about. Media tournament football is about Ivory Coast beating Mexico 3-2 or some such romantic, exotic experience. Winning tournament football is about clean sheet after clean sheet. You'll never fail to get through the group if you don't concede, then you're very unlikely to get knocked out (particularly if you're good at penalties) if you don't concede.
So I don't blame him for playing the percentages. If we get to the final again, today's result will be remembered the same as the Scotland result in Euro 2020, i.e. barely at all.