The Scots trailed 15-5 at the interval in their Pool A opener at the Northland Events Centre in Whangarei before hauling themselves back into the contest through two tries by winger Megan Gaffney.
With 14 players on the field they kept the ball alive for over 20 phases and won a kickable penalty with the clock well into the red past the 80 minute mark.
Replacement Keira Bevan made the kick to give her side a dramatic 18-15 victory.
Many Scotland supporters watching the game on television were frustrated that it took until the 65th minute for Wales to have a player sin-binned by Italian referee Clara Munarini.
Loosehead prop Cara Hope left the field for 10 minutes at that point and then, just as Wales were up to 15 again, winger Jasmine Joyce headed to the sidelines in the 76th minute after a deliberate knock on.
Hope’s indiscretion was Wales’ 15th and in total, according to World Rugby statistics, they gave away a whopping 18 penalties to Scotland’s five.
When asked if he thought a card might have been brandished sooner, Easson said: “Yeah, I’ll be honest and I thought we pressurised them to do that [keep giving away penalties].
“It wasn’t just a case of them infringing all of the time, it was a case of the pressure that we were putting on making them do that.
“I was also surprised when the first yellow card came from a scrum penalty rather than for continual infringements.
“However, we can’t look at penalty counts and the referee as the reason why we lost the game as we did have chances to win.
“We didn’t take those chances in the first half and we probably didn’t take those chances in the second either, our conversion rate wasn’t great.
“I thought we put Wales under the pump and came back into the game really well.
“I’m really proud of that, really proud of the fight and proud of the determination to get back to 15-15, but it just wasn’t to be.”
As well as Gaffney’s double, hooker Lana Skeldon scored Scotland’s other try, but a slow start and kicking woes for stand-off Helen Nelson - she missed two penalties and three conversions - played their part in this loss.
Next up is Australia on Saturday.
“Of course [we can beat Australia],” a bullish Easson continued.
“We are in a World Cup to compete, we are not in a World Cup to make up the numbers. I watched Australia closely on Saturday [they lost 41-17 to New Zealand] and they are a good side, but so are we.”
Meanwhile, replacement back-row Eilidh Sinclair went to hospital with an elbow issue and Easson is awaiting news on the severity of the injury.