Dale went in front just after the break in Saturday's League Two clash when Phil Edwards' right-wing cross picked out Terry Gornell who headed home at the far post.
However, Southend were back level seven minutes later when Assombalonga's 20-yard shot flew into the back of the net for his 12th goal of the season and just 60 seconds later Tomlin made it two. Southend then made sure of the win in the 79th minute much to the annoyance of Coleman.
"We shot ourselves in the foot, we are so indecisive with what we are doing and with our full-backs pushing forward when we are winning away from home there is just no sense in it at all," said Coleman.
"We have conceded far too many goals away from home and ultimately that could cost us where we want to be at the end of the season.
"We are not good enough defensively and we are gifting teams goals, you can see that today and until we improve or get better players it will be a difficult season."