Thompson was back in temporary charge of the Seasiders for the 2-1 defeat at Charlton following boss Appleton's decision to quit for Blackburn on Friday.
And he watched Johnnie Jackson and Scott Wagstaff put the Addicks 2-0 up before Nathan Eccleston scored a late consolation for the visitors.
"You'd think we'd be used to it by now wouldn't you?" said Thompson, who also took charge after Ian Holloway's exit to Crystal Palace.
"You try not to give players excuses, but it's not the perfect scenario, when yet again these lads are coming in and there is no manager.
"The manager has worked with them for the last two months on how he wants them to play, and the next minute he's gone.
"It's my job to galvanise the players and get their belief back because they have had the stuffing knocked out of them again.
"The problem now is we've got lads with speculation about them, lads out of contract, and we need some new faces to keep us ticking over in this division.
"So we need someone in rapidly because January will be massive for this club."