Roche, sent to meet the media in place of furious manager Jim Bentley, was a mere spectator as Kevin Ellison headed wide and Lewis Alessandra rounded Exeter goalkeeper Artur Krysiak before missing from six yards out.
But they were made to pay as the Grecians struck three times in the final half an hour with Jamie Cureton scoring either side of a Arron Davies effort.
Roche said: "After two great away wins we certainly crashed to earth with a bang.
"There wasn't a lot in the first half and we were always in the game but then we missed a great chance and they made us pay.
"At the end of the day they took their chances and we didn't and that proved vital. If we had gone 1-0 up I am sure it would have been a different game because they would have had to come at us and may have opened up gaps for us.
"This league is all about consistency and going on good runs. We were on that run bit it all came crashing down around us and we have to make sure we bounce back as soon as possible."