Looking around an emptying stadium on Wednesday as Rangers fans slipped away and Eintracht Frankfurt's party kicked off, the disappointment in the air was unavoidable.
Listening to James Tavernier after the match, he was crestfallen. You could see just be looking at him. That's the big thing he and the rest of the team need to shake off.
We can all agree they underperformed. They were nowhere near the standard they set in the last two rounds.
Lots of things can be said in mitigation. The amount of games they've played - 19 in Europe, including the final - and the heat in Seville. But it's gone now. The mindset has to be to look to a new cup final on Saturday at Hampden against Hearts.
That's the be all and end all now - and it's coming so quickly. Some may say it's too soon, but there is the chance to put this right. However, they have to erase what has happened. They can't have their heads down.
The most disappointing thing was that they didn't express themselves as they have done throughout the competition. They've been getting stronger and stronger, but this performance fell off the side of a mountain.
It's difficult when your key players are not performing at the highest level. You consider the heat, which hit me when I walked into the place to commentate for BBC Radio Scotland. It was sweltering.
Should they have come out earlier to acclimatise? Could they have done things differently? The players and staff can roll over this in their heads for days if they let it, but they simply can't allow that to happen.
They are more than capable. They have always reacted well coming off the back of good performances. Look at the Scottish Cup semi-final against Celtic. After a bad display? They should be hungry to get out there and put it right as best they can.
They're well conditioned, we know that. Look at the amount of games they've played in quick succession. It's the final one before you are on that beach. But don't focus on that and the family until you've got that cup in your hand.
It's frightening to think that it's been 13 years since Rangers last won a Scottish Cup. When I joined in the 1990-91 season, it was the same sort of period going back to 1981.
I wasn't aware of that when I came in. That's what I was there for. I'd won the title in France but lost a cup final. I lost a final in Italy too, so it was time to start picking up medals.
"Hot dogs and hamburgers," as assistant manager Archie Knox would say. That's what you want to smell as you're running around the stadium with the cup. They need to get back on to that winning feeling.
Of course, the disappointment of Wednesday goes beyond what happens on the pitch.
I'm going to say the business model will change drastically compared to what it would have been if the Champions League spot that accompanies winning the Europa League was claimed.
Now, Rangers have to go through two rounds of qualifying to get there, which is never easy. If you want to get stronger and better, they need to add to what they have already. That will probably change.
Players they want to keep may have to go to allow Giovanni van Bronckhorst to bring his own in. But this has changed the whole mood.
Rangers are in a really good position just now, but it could have been an exceptional one. It's a time to reflect on and off the field, but there's still one more chance to show what they're about. They have to take it.
Mark Hateley was speaking to BBC Sport's Scott Mullen.