Wane's side were seconds away from defeat when Josh Charnley touched down a last-gasp try to snatch a point for Wigan at Craven Park last night.
Nevertheless, the manner of the result still irks the Warriors boss, who claims that it feels like a defeat.
"I thought [Hull KR] played really well. I thought with the ball we were dumb," he told Sky Sports News.
"We had some really inconsistent penalties given against us in the first-half. We gave them six or seven sets so as I said to the players at half-time that wasn't our performance and at full time I've just said the same thing.
"We can play better than that and I know we got a draw but it's two points lost to me. That performance is not a Wigan performance and it's not a performance I will accept."
Wane and co travel to Widnes Vikings for their next Super League outing on August 29.