Not only did the Dundee United player effectively lose his spot in the Scotland squad to the lively little Watford winger, Mackay-Steven has found chances to impress - such as the one Anya gobbled up with that inspired performance against Macedonia in midweek - decidedly harder to come by.
Despite being taken away by Gordon Strachan on a couple of Scotland trips, a first full cap still eludes the 23-year-old and his prospects of playing for his country suddenly seem rather more remote than they were a week ago.
Some footballers might have taken the huff at having their ego bruised in such public fashion, but that sort of preciousness doesn't appear to be part of Mackay-Steven's make-up.
Having defied a gloomy injury prognosis as a young player at Liverpool just to make a career in the game in the first place, he was as delighted as any Scotland fan with the midweek victory in Skopje and chalks it down as the latest obstacle he has to overcome.
"I wasn't away this time but like any supporter I was just delighted to see the team do well," said Mackay-Steven, who might have made his Scotland debut in March but for a hamstring problem in the run-up to the World Cup qualifier in Serbia.
"Against Belgium, they didn't play badly, in fact they played well. The difference was the fact the Belgians just had that clinical edge. Against Macedonia, the boys showed they can get the ball down and play, and they fully deserved the win.
"The boys who came in all did well. Anya, in particular, looks like a real talent and a great find for the nation. It just shows that the Scotland camp have a really good scouting network to find him, because I don't think many people were aware of him before.
"He played a big part in the victory but I wasn't in any way disappointed. I was delighted for him and the rest of the squad. It can only benefit me in the long run because it gives you added incentive to keep doing well for your club and try to win your spot back in the squad. It also shows that if you get your chance you really have to take it. There is a big pool to choose from and players are doing well when they come in. That is great for the national squad."
This afternoon will see Mackay-Steven stage a homecoming of sorts, as United travel to the Highlands to take on Ross County in the SPFL Premiership. Mackay-Steven hails from the remote surfing outpost of Thurso but it was with the Dingwall side that he took his first steps in the game. Liverpool plucked him from the Victoria Park reserve team at a young age to develop in their academy.
With the likes of Derek and George Adams, and County midfielder Alex Cooper - a close friend who followed him to Anfield only to experience similar difficulties with injury - still at the club, it is one of the most eagerly awaited matches on the Mackay-Steven fixture calendar, even before County became bona fide rivals for a top-six place. "I always look out for Ross County away when the fixtures come out," Mackay-Steven said. "Alex Cooper is still one of my best mates, we keep in touch a lot. It will only be a matter of time before he really shows what he can do. Obviously there's also George and Derek Adams, who was a player there, then briefly the manager, when I was there. It is good to see them do well.
"People think Dingwall is so far away but they have good facilities and a great youth system. A lot of players have already come through and there are a lot more who are knocking at the door of the first team. They also have a good scouting system and bring in players from all over who can do a job for him. They are well established in the SPL now and always tough to play against."
As for United, they have shown only in glimpses this season what they have to offer, most notably a 4-0 rout of St Johnstone just before the international break. The squad may have been stripped of some of its best talent but Mackay-Steven isn't their only exciting attacking player, and when he and the likes of David Goodwillie, Nadir Ciftci and the highly-promising 17-year-old Ryan Gauld - nicknamed Mini Messi - click, the Tannadice side will be as eye-catching as any in the division.
"I briefly overlapped with Goody [Goodwillie] before he left for Blackburn, so I knew the ability he has and I was delighted when he came back," Mackay-Steven said. "In training his finishing has been unbelievable.
"In some ways he is like a mixture of Jon Daly and Johnny Russell. Not only is he very strong and can hold the ball up well, but like Johnny his finishing is second to none. He has definitely not lost anything, he is exactly the same, if not better since he came back. And Ryan is a great talent, he is only 17 but has a really bright future. He has talent way beyond his years. But in every position people are fighting for their place."
No transfer window these days ever passes without Mackay-Steven being linked with some club south of the border and last month it was Goodwillie's parent club, Blackburn. But while Daly and Russell moved on, Mackay-Steven, whose contract expires in the summer of 2015, still remains at Tannadice. "The last few transfer windows, there has been a bit of stuff," he said. "I get asked about it a lot but I try not to take any notice. I am delighted to still be here, I just need to get my head down and get going.
"There is definitely a lot more to come from me this season. I have been quite inconsistent, but I feel like my fitness is up to scratch now and I am champing at the bit to play to play against Ross County."