Belgium, who have played two games less than Wales, will travel to Cardiff for the return on 13 October.
Thomas said Belgium did not show Wales "that much respect" after going 3-0 in front and the home side thought "that the game was done".
But Thomas added: "To be honest, when they went 3-0 up we still had belief.
"If you look at the game, every time they scored we literally went down the other end and almost got a chance.
"I think going in at half-time 3-1 they probably thought the game was done. I think they relaxed and they underestimated us.
"The second half showed there was only one team in the game and that was us.
"It's a learning curve for us – it's a young team and we're going places. That's one loss in 10 and we're going to learn from this and get better."