But Jean-Marc Doussain broke Scottish hearts with a penalty with two minutes remaining to secure France a 19-17 victory in Edinburgh.
Scotland head to Wales next weekend for their final game of this year's competition and Cross admits it will take time to recover from the defeat to France.
"We feel that we successfully snatched defeat from the jaws of victory," he said.
"And we did so mainly through our penalty count, I believe. That is a failure in execution in some of the skills we are trying to achieve.
"Until we get that right we will suffer the consequences like we suffered this weekend. Ultimately, that was a brutal and painful but useful lesson in controlling the game, keeping pressure on the opposition and protecting yourself from the opportunities that you must not give them.
"We have to learn and our behaviour has to change if we want to go forward. I am confident we will."