The Magpies outclassed St Kilda in the first half, with the ball mostly camped inside their forward 50 as the Saints scrambled to clear, but could not make that pressure count on the scoreboard.
Travis Cloke's two shots just before half time were among the most conspicuous misses after Collingwood racked up 21 to four inside-50s in the second term.
"I think we really dodged a bullet, and St Kilda probably played better than we did," Maxwell said at the Westpac Centre on Sunday morning.
"I'm just now grateful that we've got another opportunity to make amends.
"We didn't take our chances, but having said that, St Kilda are the ones who put us under so much pressure up there and didn't allow is to do what we wanted to do, so all credit to them.
"We didn't take a lot of opportunities throughout the game, the second half/third quarter included, so it's probably something that we need to improve on."
The Saints went into the game with the advantage of grand final experience, having fought out the 2009 decider against Geelong, but Maxwell said that advantage had now been erased.
"I wasn't concerned about that going in ... if (the Magpie players) were going to be overawed they would have been against Geelong in front of 100,000 on the Friday night - but I think it is a different occasion, a different game.
"Now they know what to expect.
"Everything changes, but I think our guys will be right, and better for it."