Rashford's "flip-flap" was among those moments of excitement and earned an eighth-minute corner from which Phil Jones sent a looping header that was tipped over by Costa Rica's star man Keylor Navas.
Just 11 days before their Group G opener against Tunisia, Thursday's sold-out Elland Road friendly was the last chance for the Three Lions to fine-tune before departing for Russian Federation.
Rashford had a disappointing end to United's Premier League season, and Southgate felt he may have been trying too hard.
Marcus Rashford and Danny Welbeck scored in either half for the Three Lions, who will now prepare for their opening match in Russian Federation - against Tunisia on June 18. "It's good practice for what we need in the tournament".
Southgate admits he has some tough decisions to make regarding his starting line-up for the World Cup opener. I'm happy with the game today and the result because I feel like we're in good physical form leading up to the tournament which is the most important thing.
England comes into this match unbeaten in their last nine games, including a narrow 2-1 win from Wembley over a very game Nigerian side on Saturday.
"The team, the patterns of play, the professionalism, the approach to both matches have carried things out really well".
"Anything's possible so we have to go there with the highest expectations".
The link-up play between Loftus-Cheek and Rashford on England's right-hand side, causing problems for Costa Rica's defence with the pair constantly fouled as they formed most of the attack - Loftus-Cheek was fouled more than any other player (five) and also completed 100% of his 34 passes.
While England's World Cup lineup has begun to take shape in Southgate's mind, he said there remained some openings for players who can make an impression.