Unfortunately for Castleford Tigers - exhausted and on their knees at the end - they once more finished on the wrong end of the scoreline.
Daryl Powell’s side, bidding to lift the Cup for the first time since 1986, gave everything in sweltering conditions at Wembley but were ultimately undone by Super League champions St Helens.
There will be no glorious Cup send-off for Powell, the coach who has revitalised Castleford in his eight years in charge but leaves for Warrington Wolves at the end of this term.
Similarly, long-serving captain Michael Shenton, Oli Holmes - who also heads to Warrington - and Grant Millington will all wonder if their last hope of success in a Tigers shirt has now gone.
The final scoreline was harsh on their side, Kyle Amor’s late try adding gloss to Saints’ win.
It is hard to pinpoint exactly at which point this intense encounter slipped away from Castleford but the controversial 42nd minute try from James Roby - Saints’ only survivor from their last Cup-winning side in 2008 - will perhaps be seen as critical in a game of such small margins.
Tigers were 12-6 ahead at that point after Niall Evalds - superb at full-back and a deserved Lance Todd Trophy winner as man-of-the-match - and Jake Trueman had scored first half tries.
Lachlan Coote - switched to half-back after Theo Fages had a nightmarish first half for Saints - hoisted a high kick which Mark Percival appeared to nudge forward.
The ball bounced marginally inside the touchline and Regan Grace, initially standing in touch, jumped up and palmed it back infield where James Roby raced over.
Referee Liam Moore awarded ‘try’ on the field but it was only confirmed by video referee Chris Kendall after countless replays.
You wonder if it would ever have been awarded if the on-field official had not needed to make his own judgement first, a ruling which continues to seem futile.
Anywhere else on the field, and in any Super League game, Percival’s involvement would be given as a knock-on.
Nevertheless, there can be know argument about the manner in which Saints then toiled and battled to secure this trophy, making their rivals pay for so much energy-sapping defence at the start of the first period.
Coote converted to level and, when McShane fumbled playing the ball, his side struck again in the 51st minute.
Jack Welsby, last year’s Grand Final hero on at full-back at half-time, picked up a loose pass and crabbed across field, drawing in Jordan Turner before finding Kevin Naiqama who then expertly sent England winger Tommy Makinson over.
You could see jaded Castleford players sink to their knees, knowing how - in the suffocating heat - that could already be a killer blow.
That said, while ever Evalds was on the field, they had a chance.
He was a constant threat, always causing problems, but was brought down by the excellent Coote as Castleford pressed and Saints defended expertly whenever theft tried ushering Derrell Olpherts over on the right.
Coote slotted a couple of penalties to discourage them further before Amor rubbed salt in as Tigers - who lost here in 2014 and in the Grand Final three years later - suffered another heartbreaking blow.
They led 12-6 at half-time with players from both sides already looking like they had been through Golden Point extra-time given the effects of such searing heat.
St Helens opened the scoring via Fages after seven minutes and it had been coming.
A marginally misplaced McShane kick resulted in a seven-tackle set and then his Castleford side conceded a drop-out; in these sweltering conditions, it was inevitable what the result would be after such added workload.
That said, Saints needed some fortune, Jonny Lomax’s grubber rebounding off an upright to Fages just as Oli Holmes was poised to negate.
Coote kicked the first of his five goals and his side would have fancied a second try when Jordan Turner spilled near his own line.
However, Fages immediately handed possession back with an awful pass to Lomax which his stooping half-back partner could not gather.
It would not be the only time in the half the French playmaker would err in such style.
That meant Castleford were able to recover sufficiently to respond themselves with a truly wonderful Wembley try.
A long McShane pass out of dummy-half to Grant Millington - a tactic Powell’s side would use plenty - allow them to spread right where O’Brien put Evalds into a smidgen of space, the full-back then setting Pete Mata’utia free.
With the defence swarming, Mata’utia opted to kick ahead and he was right to do so; the ball sat up perfectly for Evalds to collect and dive over in front of the Tigers faithful.
O’Brien improved and they scored a second try in the 25th minute after a rare misplaced Roby pass.
The veteran Saints hooker sent one wayward in his own 20 meaning Coote had to kick just 10 metres from his own line.
That encouraged Castleford and, in the next set, O’Brien finished by lofting a kick towards the Saints posts.
Trueman stealed in in front of the hapless Fages, stretching out in front of his rival to collect the ball and touch down.
The Castleford half-back had not played since the semi-final win over Warrington Wolves due to ongoing back issues but any lingering doubts about his fitness were quickly dispelled in that one crucial motion.
O’Brien did the rest and - as Tigers became more composed - Saints became more erratic, Kevin Naiqama the next to cough up under minimal pressure.
Coote, meanwhile, was lucky to escape with no punishment when Castleford once more raided down the right and the full-back copped Daniel Smith with a high shot just 10m from the tryline.
Moore seemed to be waiting to see if there was any advantage as Smith offloaded to Liam Watts who was also caught high by Fages.
By the time Castleford had finished trying to keep the ball alive on the last tackle, they had ended up back at halfway. But, bizarrely, no penalty arrived.
McShane did almost create another try for the impressive Evalds with a smart grubber but Regan Grace just got across in time to concede a drop-out.
From there, Powell’s side set up for an O’Brien drop-goal but, with just 43 seconds left, frustratingly, Adam Milner spilled on the fifth tackle.
However, within just 25 seconds of the restart, Saints had lost Joe Batchelor to an HIA after he got his tackle on Milner all wrong.
Just a few moments later, though, their opponents took charge.
Castleford Tigers: Evalds; Olpherts, Mata’utia, Shenton, Turner; Trueman, O’Brien Griffin, McShane, Millington, Holmes, Sene-Lefao, Massey. Substitutes: Watts, Milner, Foster, Smith.
St Helens: Coote; Makinson, Naiqama, Percival, Grace; Lomax, Fages; Walmsley, Roby, McCarthy-Scarsbrook, Thompson, Batchelor, Knowles. Substitutes: Lees, Amor, Paasi, Welsby.
Referee: Liam Moore (Wigan).