The full-back’s team-mates were trudging towards the steps that lead to the Royal Box and their runners-up medals, hearts as heavy as the legs that had given everything in the quest for promotion.
McMahon, however, just sat there, head bowed and lost in his own thoughts.
Losing to Millwall in the play-off semi-finals a year earlier had, he admitted during the build-up to Wembley, “ruined my summer”.
This, though, was worse. Much worse. Promotion had been snatched away at the very last.
Eventually, a member of the Bradford backroom staff lifted McMahon to his feet and guided the full-back in the direction of his team-mates. The empty stare into the distance, though, remained.
If confirmation was needed that Wembley is no place for losers then a crestfallen McMahon was it.
Another rotten close season lays ahead and the pain of defeat is likely to linger, not just for McMahon and his team-mates but also the 24,000 fans who provided such a noisy backdrop to an afternoon that, for so long, promised so much.
This dejection will no doubt stretch to the boardroom at Valley Parade. Edin Rahic and Stefan Rupp had hoped the first anniversary of their takeover falling on League One final day meant victory was written in the stars.
Instead, defeat and the unsavoury sight of their players being abused by Millwall’s lunatic fringe will be the abiding memory of the German duo’s big day.
What they can’t do, however, is now wallow in that disappointment.
Big decisions have to be made and quickly. Stuart McCall has made a call for “strong leadership” on the front of Sports Monday and that is exactly what the Bantams need, both from the former Scotland international and his bosses.
Four of Saturday’s starting XI are out of contract next month. One of those, Mark Marshall, was player of the year after making 50 appearances, while Rory McArdle, James Meredith and McMahon boast another 112 games between them this term despite two of that trio suffering lengthy absences through injury.
Stephen Darby and Matthew Kilgallon, both on the bench at Wembley, also have deals that expire on June 30.
No talks are understood to have yet taken place with any of these half dozen players and, no doubt, this will be a major discussion point when McCall sits down with the owners today.
Missing out on the £5m increase in central payments from the Football League that comes with being in the Championship rather than League One will mean City’s financial cloth having to be cut accordingly. Even so, McCall will understandably push for retaining as many of the squad that went so close this time around as possible.
He will be able to point to Millwall’s success as the validity of this approach, only Shaun Hutchinson of the starting XI at Wembley not being at The Den in 2015-16.
What makes today’s summit between manager and owners particularly fascinating is the big shift in philosophy that has been evident at Valley Parade over the past year. At times, it has taken some getting used to – as Rahic eluded to in last Thursday’s The Yorkshire Post.
“As an owner, CO and head of football, so to speak, I have another type of attitude to work to the manager,” said the co-owner, who had been a professional footballer until two ruptured Achilles ended his career at the age of 19.
“It is difficult for Stuart to understand. I’m head of football. I will comment if we concede a goal because I know about football. You have to take me seriously.”
Rahic also admitted it had been a steep learning curve for him, and how much he had learned not just from his manager but also head of recruitment, Greg Abbott, and chief operating officer, James Mason.
That experience now has to be put to good use by all parties, as Bradford look to follow Millwall’s example and go one better this time next year.