MK Dons' Shaun Williams went closest to scoring in the second half, hitting a post with a low shot after earlier having an effort saved by Stephen Bywater.
Wednesday posed more of a threat in the first 45 minutes with Mamady Sidibe seeing his shot kept out by David Martin and Michail Antonio's curling effort deflected over.
Jones said: "If anyone was going to score, it was going to come from a set-play, it seemed.
"They had a spell probably a couple of minutes near the end when one or two flashed across but nobody looked like they were going to score from open play.
"It was just frustrating because you want to do well. One or two looked a little bit nervous and took a safety option rather than risking a little bit more.
"Whether there's a little bit of fear here, I don't know. Sometimes you want to do too well, then forget and lose a little bit of focus.
"It was a hard-fought game and we're still in the tie, which is the important thing. If you're not going to win it, certainly don't lose it. You've still got a chance.
"We're disappointed but we've got another crack at it. As a player, you want to play. I don't adhere to the suggestion that we could do without another game."
- Sports & Recreation
- Shaun Williams
- Mamady Sidibe
- Michail Antonio