While United have won their last four home matches in the Pitching In Northern Premier League East the 2-0 loss on the Yorkshire coast was the team’s third straight away defeat.
They have not scored a goal in their last five away matches and have not won on their travels in 2022.
“I think it’s mentality,” said Colliver. “Psychologically there’s something that’s not quite right. Is it because at home we get the full backing from the supporters? I can’t put my finger on it.
“We don’t play any different home or away, we want to play on the front foot, we want to be attacking and brave in and out of possession and it just doesn’t seem to happen away from home.
“It’s really frustrating because we don’t set ourselves up any differently.”
On the game, Colliver said: “I’m really disappointed. That’s exactly where we are in the division, we seem to put up good performances back to back then throw one on like that.
“For every single one us, including myself and the management, it just wasn’t acceptable. Mentally we’ve got to be stronger.
“We felt sorry for ourselves after every decision and I just feel me as a player I would have thought ‘we’re up against it here, let’s roll our sleeves up, work even harder and let’s get something out of the game’."
Colliver was unhappy with the lack of a handball decision for his side in the build-up to Bridlington's opening goal, which came from the penalty spot.
He explained: "There's no argument, it's a blatant handball.
"The referee said to me he couldn't see it because of his position, but that's why he's got an assistant who's looking bang at it. Everybody could see it, he's almost laughing at it, and then it is a penalty, he gets tripped in the box. It is a penalty, but if the handball's given in the first instance that's cut out and it doesn't get to the penalty stage.
"We conceded a very sloppy (second) goal and again is it offside or not? It looked it to me, though, and the lads have said it's offside. But we can't feel sorry for ourselves."