Football is full of baffling paradoxes and grand ironies. Or in other words, sometimes it just plain sucks.
In 2005 Milan gave the Reds a first half footballing lesson, and had the better of the later stages, but ended up humiliated. Two years later they were easily second best for the first 44 minutes, and barely created any chances all night, but clearly their luck had changed.
Had Dirk Kuyt's goal-bound first half shot not been deflected away by the kind of interception Liverpool relied on two years ago then things could have been so different. An inch or two and the game swings Liverpool's way.
Instead it was Pirlo's average free kick that deflected off Inzaghi's upper arm that made all the difference. An inch or two to the left and it misses the striker for an easy save. The ball never ran the Reds' way. Take Dida's parry from Pennant's shot as just one example.
Then there was the ref's refusal to give Gattuso the second yellow he deserved. It clearly wasn't going to be Liverpool's night.
However, over the two finals one win each strikes me as pretty fair. And while Milan banished their memories of two years ago, they cannot damage ours; the songs are just one reminder. The cup on permanent display is another. Five times is still the third best tally in European history.
Maybe too much history was made that glorious Turkish night; my fear before this game was that Milan would fluke a victory now that Liverpool have improved, and so it proved. That's an unwritten football rule. It's known as Sod's Law.
That's not to say Milan's quality wasn't apparent with some of their possession, but the game hinged on the jammiest deflection. It allowed them to dictate the tempo of the second half but still they rarely troubled Reina.
It's times like these that I'm most proud to be a Liverpool fan. Being adjacent to the travelling Kop I was reminded yet again of the power it possesses and the bond that exists between the crowd, the players and the manager.
Anyone would have thought Liverpool had won, such was the noise even 30 minutes after the game had ended. No other club has fans this gracious in defeat or inspiring in adversity.
After the final whistle, when another miraculous comeback had been denied by the referee's premature whistle, the masses of Reds stayed to applaud Milan and show their appreciation to Rafa and the boys.
Milan's players were shocked much later in the night when, having milked the applause of their fans, and finally ready to head in, they realised the remaining few thousand Liverpool fans were still applauding them. They came over for more appreciation, and will have left aware of how special our fans can be. It was a great moment.
While losing is a tough feeling to accept, this didn't come close to the sickening emptiness I felt at half time in Istanbul. There is no shame whatsoever in losing this 're-match', nor in this fashion.
If 2005 proved our players had amazing guts, this showed that we now have a superior football team. Play better, but lose. That's football.
Another paradox is that the club, in defeat, is better placed to push on this summer than it was two years ago as European Champions, when it was a case of having a clearout without the funds to make all the telling purchases necessary. New owners mean a fresh injection of talent on the pitch, to add to the exciting core that did everyone so proud in Europe this season. It will be a great summer.
No one outplayed us beyond a few minutes here and there, and the consistency across all Champions League games was excellent. Now that needs to be applied to the Premiership.
Last season showed what was possible, with a remarkable percentage of domestic games won, and I'd expect Liverpool to be back above the 80 point mark again.
I think back to Valencia, and how Rafa had impressive league seasons in alternate years. And also how he took a team that had just finished runners-up in the Champions League and, within a year, had ended their three-decade wait for a league title.
It's easy to say first is first and second is nowhere, but that Valencia side proved losing in club football's biggest final can be a stepping stone in progressing to greatness. Like Liverpool, they made it to two finals in quick succession, and only top teams can do that.
Some Liverpool players came of age on Wednesday night. Pennant, Agger, Kuyt, Mascherano and Crouch all experienced the biggest night of their careers and all had some great moments. All will have learned much in the process, and gained belief in their own abilities.
Pennant in particular deserves special praise.
Again it's paradoxical but the hurt of a defeat can motivate. Success breeds confidence, but defeat on such a big stage creates hunger. The crucial thing was that the players will be able to sense the improvement since Istanbul. After all, there was no sign of the mauling that humiliated Manchester United in the semi-final.
So there are positives to take from a disappointing result. But my abiding memories will centre around the amazing support, from Syntagma Square to the Olympic Stadium.
If a new Anfield can house more of these passionate Reds and recreate the Kop - perhaps even increase its size and power - then the sky will be the limit.
I'm in awe of them all, and consider myself lucky to be part of this large family. It's a great time to be a Liverpool fan.
New investment, world class stadium being built, and a manager who is as good as they come. There is the nucleus of top class players, and the team can only improve with time. So, congratulations to Milan, but well done to the Reds for a performance to make us proud