With England's place in the knockout stage already confirmed, John Stones, Ruben Loftus-Cheek and goalkeeper Jordan Pickford were the only players to keep their places from the side that beat Panama 6-1.
Asked if he had put himself under pressure Southgate said: "Maybe I have, maybe I haven't. There's nothing more important than family to me - family always comes first and always will", Delph said in May.
"We want to win football matches so we're not happy to be beaten but what it means for the next round we don't really know".More news: Prince William arrives in Israel as part of regional tour
By finishing second to the Red Devils in Group G, England avoided a loaded top half of the draw featuring France, Brazil, Argentina, Uruguay and Portugal.
Southgate also said he was ready to accept any criticism that would come with the defeat, but said he had achieved his "primary objective" by resting his players.
"We feel it was a game we wanted to win but the knockout game is the biggest in a decade so we had to preserve our key players".
There are no games on Friday but we are back with the business end of the Russian Federation 2018 World Cup on Saturday. "I wasn't so comfortable with the love-in [before the game], to be honest, so it's nice that there's a little bit of an edge back".More news: Pete Davidson confirms engagement to Ariana Grande
"You have to look at the bigger picture sometimes and make decisions which, in some quarters, might be criticised". The depth of knowledge and understanding, we didn't have as much information as we do now.
"Those who played gave everything and never stopped and created openings to get something from the game", Southgate said.
"England will play Colombia and if you start thinking any further than that, I think you are risking a lot", warned Belgium manager Roberto Martinez.
"We know that any team that reaches the last 16 is good, we are talking about the best 16 teams in the world", he added. "It would not be hard to see England drawing and that game going to penalties".More news: Apple's working on noise-canceling AirPods, over-ear headphones
The match was far less dramatic than the day's earlier games, but the outcome still had consequences that could affect both teams as they look to continue their World Cup runs into the knockout round.
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