Anything but a Young Lions victory would have been a huge shock, but the manner of their European Championship qualifier victory cannot be overlooked.
Raheem Sterling and Danny Ings both grabbed braces at a sold-out Greenhous Meadow, which also witnessed efforts of varying quality from Michael Keane, James Ward-Prowse, Thomas Ince, Carl Jenkinson and Will Hughes.
The victory keeps England in control of Group One and delighted Southgate, who in the build-up had called for his side to be more ruthless than they were in Thursday's 3-0 defeat of Finland.
"I was particularly pleased with the attitude and the hunger to the end to do the right thing and to keep wanting to go forward," the Under-21s manager said.
"It would have been easy for us to get sloppy and start the game in a sloppy way.
"I picked a team which I thought would move the ball in the way they did. The response tonight was excellent.
"It has been a really encouraging three months to see the quality we've got in depth and to see that it can be enjoyable to play in an England shirt.
"They played with freedom, they are playing with a smile on their faces.
"Of course, we have much tougher tests ahead and we are very conscious of that.
"There are challenges which will be a much bigger struggle for us, but it has been a lovely way to bed in and the principles of how we want to train and expect to work together. I couldn't be happier.
"I said the other night the result was good and the performance was poor. Tonight everyone will say the opposition is poor but no-one has scored that many goals past them. It was a ruthless performance."
That clinical edge saw England five goals up by half-time, running in a further four after the break to make it a record-breaking night in Shrewsbury, with the 9-0 win usurping the Under-21s' previous seven-goal margin victories in 1976 and 2009.
"Well, I wasn't aware it was a record until I was just told," Southgate said.
"I think that is all you can do. You can only do what the players can did tonight.
"It would have been easy at half-time to stop doing the simple things well, but I thought the unselfishness of the attacking play in terms of setting other people up when players could have taken shots right throughout the game was really pleasing to see.
"The lads enjoy working together, have respect for each other and it is a tough team to get into at the moment, a tough squad to get into, because the standards they are setting are very high and we have to continue to do that."
As well as the players, Southgate was keen to praise the sell-out Greenhous Meadow crowd for geeing his side on.
"It is a fantastic venue and it is great to see such enthusiasm towards hosting us," he said.
"To get so many people was fantastic and hopefully we have repaid them with the manner of the performance.
"For any player when you go to a ground and it is close to full, you get a lift. You get a higher level of performance."
Source: PA
Source: PA