That may have been particularly true for Castleford Tigers duo Grant Millington and Michael Shenton on Saturday.
Neither has yet publicly confirmed their plans for 2022 but, with both stalwarts approaching their 35th birthdays, they each knew this showpiece was realistically their best chance of lifting major silverware with their beloved club.
It disappeared in a few key moments against St Helens – Castleford led 12-6 at the break – and left both struggling to get to grips with the enormity of it all.
“It’s a hard one,” said Millington, the Australian prop who missed Castleford’s last Wembley appearance through injury in 2014 and was unable to prevent St Helens surging to victory at the weekend.
“It’s just heartbreaking isn’t it?
“There’s so many stories in this squad that would have been the best finish possible for certain people. It just wasn’t to be.
“There was so many reasons why we not only wanted to but needed to win that game for people.
“That’s the hard bit for me: the reason we play is not only to win trophies but because we’re pretty much a group of brothers.
“And when we don’t get a job done and finish things the way we want to finish things for people, it is just really hard to take.”
There is, of course, the Grand Final still to play for, and the chance to remedy their other big regret – the Old Trafford loss to Leeds Rhinos in 2017. That will take a considerable undertaking given they currently reside in eighth spot past the season’s halfway mark but the top-six play-offs are within reach of Tigers.
“Obviously, this group of boys will be hurting for a little while,” added Millington, who fought back from a knee injury to prove his fitness just in time for Wembley.
“It’s not often these chances come around and when they slip through your fingers it hurts you.
“Give the lads a couple of days hopefully and we’ve got to come in and steel our minds. We’ve another trophy to push for.
“Don’t get me wrong… it will be some effort to pull together and get there.
“But we don’t have another choice. This group of lads isn’t a group of men that is going to give up easily so we’ll get over this, come in, reassess and get ready to go again.”
As for his own future, fans’ favourite Millington – in his tenth campaign with the West Yorkshire club since joining from Canterbury Bulldogs – accepts he must reach a decision soon.
“I’ll probably make the decision in the next few weeks and see how we go,” he said.
“Once I knew I had the injury building into this match, I put all my focus into that and obviously I’ve still got to focus on winning games.
“But I also have to start sorting out my life off the pitch as if we do end up moving home it’s a big move and I’ve got to start getting sorted.”
Captain Shenton lost at Wembley with Tigers for a second time, allied to his Grand Final defeat four years ago – and Old Trafford disappointment when with Saints in 2011.
The long-serving centre said: “I don’t think we particularly started the game well but we grew into it in the first half.
“And we were on top for the most of that first half.
“Then to come out and start so slowly in the second period was massively disappointing.
“We let in two very soft tries. Our reaction to the first one on the inside was slow. You can’t be like that.
“We let ourselves down with ball control. In big games you can’t do that; you have to be able to keep the ball well and go set for set. They managed to do that and we didn’t.
“I think that’s where the game broke down. But our fans made it very special. The atmosphere they created was awesome. It really was.
“Losing is never easy but that support at the end, it feels like they have got our backs. And we gave it a good go. St Helens are a hell of a team. If you’re not 100 per cent on it, it’s very difficult to get a result against them.
“But this season is not done and dusted.”