Referee Jon Moss controversially awarded West Ham a spot kick against leaders Leicester after Foxes defender Wes Morgan tangled with Winston Reid.
Last Sunday's incident prompted a widespread debate about players tussling at set-pieces.
"I think if you start to give penalties for that then it stops," said Koeman on Thursday.
When Tottenham defeated Stoke 4-0 on Monday to cut Leicester's lead at the top of the table to five points, the lack of contact as players lined up for corners was noticeable.
Koeman said he wanted consistency from referees over penalty decisions from corners.
After Morgan was punished for grappling Reid, Leicester's appeals were dismissed after a similar 90th-minute incident involving Angelo Ogbonna and Robert Huth.
"Everybody knows if you take somebody in his shirt or like a rugby player, you take your man in the box, it's a penalty," said the Dutchman.
"If one day it's a penalty and even in the same game next time it's not, that doesn't help or make it clear for everybody."
Southampton manager Ronald Koeman says referees should give penalties when players grapple at corners.