A bit of safety? The defense is midtable in terms of conceding chances most likely, probably as worse as some of the bottom table clubs. It's a lot of defensive safety, not a little.
What does "we should have done better" mean? Defensive players will always make errors when put under the pressure of a system that is designed for the benefit of the attacking players.
There are only two real options here to tackle the issues. Switch the tactics (and before anyone jumps at it, no, it doesn't mean anything close to playing defensive), or continue on the same line and hope the attack is gonna deliver 4-5 goals regularly. We basically demand perfection from the defensive line as it is.
Vs Atletico, in 2 games, there weren't any huge blunders imo. You can't seriously think Kounde slipping 40m away from goal in a wide position is a huge blunder. In itself, it is not, it is something that happens and will continue to happen. Only the tactics make it huge. That's Flick ball. Huge risk in defence where any little error can immediately lead to a conceded big chance and a goal.